Click Create > Spline > Points > Points (or Polyline) to display this dialog box.
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A set of points in space define a NURB spline. Unlike splines where the spline passes through the points that define the spline, the points that define the NURB spline (except the first and last) do not usually lie on the spline. Sometimes they are called puppet points, as each controls a piece of the spline and moving one point causes a portion of the spline to move in that direction.