>Yes, but how do I get one there to start with?

Just create two points and a line segment.
>
>There still seems to be
>no way to create objects from scratch, i.e. an html page
>where I can create points, segments and such using a menu.

Right there is no menu. You have to type an html page.

>What I was looking for was a drawing program, i.e. Geometer
>Sketchpad to create the objects and then something else to
>convert it to an applet.

Try GeoGebra.

>I was under the impression that jsxgraph was a drawing tool,

No, it's a JavaScript library

>For instance, how does one create:
>
>http://www.cut-the-knot.org/Curriculum/Geometry/HIAI019.shtml

This is Java.