You only switched workbenches. Now you need to create a sketch. Click on the left most icon

This will enter you into sketch editing mode where the sketching and constraining tools will be active.
You only switched workbenches. Now you need to create a sketch. Click on the left most icon
I think so. The B-spline tool creates an open curve. The Periodic B-spline creates a closed one.
The difference is
This is the curvature comb. It's used to visualize the curvature of the B-spline. I don't work with B-splines much so I can't tell more.
There is a tool named Part Thickness to create a thick shell out of a solid. But to be honest, it's rather unreliable and fails often. I'm honestly not confident it will work well with lofted B-splines... It might work, but don't get your hopes too high... You could also loft a surface rather than a solid, then use Part Offset (the 3D one) to give it thickness. I think it relies on the same fragile algorithms as the Thickness tool though.