To make circles along a pen line create the line, then select your brush tool, click on the brushes tab in the top right of PS and muck about with the top two settings til you get what you want.

Dale, that is a long way to make a curved pen line. How about click for your first anchor point, click and hold where you want the curve to end and move the mouse 90 deg to the line to curve and parallel to the line to choose where it curves. Release mouse button when happy. Much easier.