follow path, CTRL P, not work I am trying to do a "follow path" but when I go to the: CtrlP. That option doesn't show up. 
I look the center of the objects and them are equal.

Also, I tried to link the object in the "follow path" but I can't select the curve.

My version is: v2.78
You chose circle from the mesh category. on the left side (or using Shift-A in the scene window) go to create and then to curve and now the select circle.(The function of this circle is different from the one you choose from mesh category)