I’m using the latest 5.01, This is a neck bandanna to put around a neck. I select the object, go to add curve, then go to circle, because I want to curve it inward, to wrap around a neck. But every time I select to add a curve, won’t apply to the bandanna object, it keeps going off to the side. How do I get the curve to latch on the object if it won’t do it?
It’s hard to tell what you are actually trying.
When you say:
then the object should be a curve object already to be able to add a bezier circle. To look like that it needs some geometry (offset, extrude) or bevel settings do “produce” some surface. But i can not imagin how this should be… 
So when this is a mesh then “adding” a bezier circle does not change anything on your object.
Maybe you want something like @oo_1942 suggest (which i only then noticed):
If you want to use the curve modifier to modify your mesh, then the bandanna object should look more “unfolded”…
They problem may be: you do explain this… not that good and seems to not read the replies… ??
Do you want to use a curve modifier as @oo_1942 mentioned indirectly and i recognized only then ? I would have not understood this by your description alone.
For this you have to set it up properly (selecting the curve in the modifier; adding alone does not make anything)…
Depending on the wanted result you might even try to use not a closed curve (circle).