Create a KiCAD project. Open PCBNew and start a board.
Select a convenient layer that accepts graphic elements (e.g., " .SilkS " (top or bottom silkscreen), "ECO.User" (ECO1 or ECO2 layers), "Margin", "Dwgs.User", etc). Make this layer visible, and make it the active drawing layer.
Draw the circle or arc you want. Use the "Circle Properties" menu to set location, size, and line thickness. (The "Circle Properties" menu also lets you specify the layer where the circle is drawn . . . but none of the copper layers is on the list of choices.) It may be helpful to record the values you set for location and size, expressed in millimeters.
Save the board layout file and close PCBNew. The file should be in the project directory, with the extension " *.kicad_pcb ". The project directory will also include a " *.kicad_pcb-bak " file but you may want to create your very own backup file "just in case . . .".
Open the board layout file in your favorite plain-text editor. I use "Notepad++" ( https://notepad-plus-plus.org/ ) but you may prefer "ConTEXT", "EMACS", "MS-DOS Edit", etc, etc.
Search for a line containing the string "gr_circle". Something like this:
Change the " (layer F.SilkS) " parameter to the copper layer where you want the circle, e.g. " (layer F.Cu) ", etc.
Save the file. Re-open PCBNew. The circle should now show on the desired copper layer.
If you find more than one line containing the string "gr_circle" you can use the circle's location to verify that you are editing the circle you intend to edit. Remember that KiCAD records the locations in millimeters regardless of the units you select for your display. (My circle at (X,Y) = (2.519", 1.862") is listed in the *.kicad_pcb file as (center 63.9826 47.2948) )