Is it possible to change the Dashed Style of a curve into circles with Plot command ?
Plot[Cos[x], {x, 0, 2*Pi}, PlotStyle -> Directive[Dashed, Thickness[0.005]]]

Answer
Perhaps this approach, using Mesh, MeshStyle, and Opacity, will give you what you looking for.
Plot[Cos[x], {x, 0, 2 Pi},
PlotStyle -> {Opacity[0]}, Mesh -> 50, MeshStyle -> {PointSize[Medium]}]

Update
To show two curves, one as dots and the other as a normal plot, I would make two plots and combine them with Show.
p1 =
Plot[Cos[x], {x, 0, 2 Pi},
PlotStyle -> {Opacity[0]}, Mesh -> 30, MeshStyle -> {PointSize[Large], Blue}];
p2 = Plot[Sin[x], {x, 0, 2 Pi}, PlotStyle -> {Thick, Blue}];
Show[{p1, p2}]

You can use Show to combine as many plots as you wish.
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