As primarily a CAM package, we would use "contour" which creates single entities for cam'ing....
But that's not really the same as what i think you are asking. You wont be able to further "cad" with contours. Bobcad uses "chain selection". So shift clicking conmected entities selects them as a joined curve, if the ends are connected. You can also assign line types or colors for grouping.
In bobcad, 0 continuity entities will be seperate segments.
Arcs can be combined with the fit arcs command.
Splines can be combined by selecting all the splines, then invoking one of the spline cad tools. A fitted entity will be added, whether you choose interpolated or fitted spline will determine the "fit" to the original entities...
Thats about it....