Now click on the fourth point as shown in the figure. Once you click the fourth point, a curve connecting all these points will appear in Maya.
Please note that you need not worry about the exact position where you place the vertices / control points. We can edit those vertices any time we need in Maya. If suppose you placed a point totally out of place, pressing Backspace key will remove it, and you can click again to redefine it's position in the scene, without disrupting the curve.