This action, started from the menu by [Polycurves]→[Join Polycurves], the keys <Alt><P><J> or from the context menu after clicking the right mouse button on a polycurve in the tree view, is very minimalistic; its panel lacks an [Apply] button and contains instructions only. The fastest way to join two polycurves that share an end point is to select both of them and start the action. The polycurves are joined instantly into a single polycurve, with a knuckle at the joint. Alternatively, you can start the action first and it will inform you what to do.

Joining polycurves.