What's the tool I need to use to select all vertices? I'm making a horn, and need to select all vertices in the Bezier curves to then put a cylinder around them.
press A twice
If you want a simple horn shape you can use the Data>Geometry>Bevel slider in the Properties of the BezierCurve to give you curve depth. Be sure to set the Shape>Fill to Full, increase the Geometry>Bevel above 0 to give it depth, and increase the Geometry>Resolution to make it more rounded:
You could even use a non circular
Mesh BezierCurve as Bevel Object, and twist the vertices with Ctrl+T to get a cartoony twisted horn look.