The Join St/End command will connect the currently selected end point of an open loop to another open loop end point.
Start by clicking on the end point that you want to connect, then select Join St/End. The selected point will now be attached to the position of the mouse. Move the point to the other end point and it will snap to the same position. Now release the mouse button and the loop will be closed.
If you select a point that is not the end point of an open loop, then this function will not be available.
If you are trying to connect an open loop of one object to an open loop of another object, those two objects must be Combined for this to work.