Create panel > Shapes button > CV Curve button > In viewports, draw a CV curve and click to create a CV in the same location
as the first CV in the curve.
Modify panel > Select NURBS object. > NURBS toolbox > Create CV Curve > In viewports, draw a CV curve sub-object and click
to create a CV in the same location as the first CV in the curve.
This dialog lets you create a closed CV curve when you click to create a CV in the same location as the curve's first CV.