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The Close button will close the remaining open segment of an object to complete the circuit.

This is usually the last step after Joining the segments.

Click on the object that has all but the last segment connected. 

Select the Close button.

The object should now be fully enclosed.

Alternatively, use Edit>Auto Join Segments to auto join all segments of the design.

All the adjacent segments will be joined together. 

Optionally, use the Auto Join Segments button. 

This will automatically join adjacent segments together.