Not always.
Start from the usualLet $\sin(1/x)$ example, consider the segment$K$ be a subset of an ambient space $S$ joining$V$ $(0,\pm 1)$($V=\mathbf{R}^2$ is fine, and replacebut doesn't matter) that is the curve $\sin(1/x)$, $0<x\le 1$ withclosure of a more and more dense discrete subset $D$ therein (take an isometric parametrization of this curve $\mathbf{R}_{\ge 0}\to\mathbf{R}^2$ and take the image of $\{\sqrt{n}:n\in\mathbf{N}\}$), sosuch that the closure $K$ of$K-D$ is homeomorphic to a segment. This exists in $D$ equals$\mathbf{R}^n$ for $D\cup S$$n\ge 2$.
Then every closed subset of $\mathbf{R}^2$$V$ that meets every component of $K$ has to contain all $D$, and hence contains its closure, and hence contains $S$. But if $j:[0,1]\to C$ is an injection of a segment in a circle, the interior of $j([0,1])$ in $C$ is equal to exactly $j(\mathopen]0,1\mathclose[)$; in particular, $j([0,1])$ can't have empty interior in $C$.
But if $C$ were a circle within $\mathbf{R}^2$$V$ meeting every connected component of $K$, we would have $D\subset C$, hence $K\subset C$. Since $j(S)=S$ has empty interior in $K$ and $K\subset C$, it has empty interior in $C$. This is a contradiction with the above fact.
The argument applies in every space containing a copy of[Edit: I initially described $K$ as subset of the sine curve, but this doesn't matter and in particular in $\mathbf{R}^n$ for every $n\ge 2$complicates the description.]
Minor variant: let $M$ be any compact subset with empty interior, which is not homeomorphic to any subset of a circle (e.g., the whole sine example in the plane, a sphere in a higher space). Let $D$ a discrete subset of $\mathbf{R}^n$ whose set of accumulation points is exactly $M$ (this exists). Then no subset of $\mathbf{R}^n$ homeomorphic to $C$ meets every component of the compact subset $K=D\cup M$.