I suppose nu stands for "new user"
paul [ ~ ]$ locate nu
paul [ ~ ]$ whereis nu
nu:
paul [ ~ ]$
Still, when you call it, it come.
I tried to search it in every $PATH, but did not found it.
BTW, part of my interest for it is than the "Annuler" (Cancel) button seems not to do what I expect: quit the window.
The only way I found to quit the window is Ctrl-C.