Video 1 time 7:14

Yes, you need to be in Object Mode. Also, you get less options by default in the Curve menu:

You need to enable the Add Curve: Extra Objects Addon to get the extended list.

Everything he does in that time frame is still available in the latest Blender as is, as the others have suggested, maybe you were in edit mode and you didn't see the options. And also remember that if you get stuck because of versions differences, it's a much better to use the version of Blender that is being used in the video.