Is there a way to draw a circle on with the drawing sheet editor?
Apparently not. I see only lines, rectangles, text and bitmaps.
I am not very surprised by this either. The drawing sheet editor does not get very much attention from the KiCad developers. There are many things to improve and add, and the developers have a limited amount of time to spend on KiCad.
I am guessing that KiCad is capable of rendering circles and arcs on the drawing sheet, but that there is simply no gui to add them. You can try to draw a circle in a schematic, and then copy that to the sheet file, but there are no guarantees.
I also had a short peek at gitlab. There are not many issues (bug / feature requests) for the drawing sheet editor, and I did not see anything related to a request to add circles.