To the geometry, you can inspire in the following code:
from dolfin import *
# Define 2D geometry
domain = Rectangle(-2., -2., 2., 2.)
domain.set_subdomain(1, Rectangle(-2., -2., 2., 2.))
domain.set_subdomain(2, Circle(0, 0, 1))
# Generate and plot mesh
mesh2d = Mesh(domain, 25)
plot(mesh2d, "2D mesh")
# Convert subdomains to mesh function for plotting
mf = MeshFunction("size_t", mesh2d, 2, mesh2d.domains())
plot(mf, "Subdomains")
interactive()
Before you should see 21. Poisson equation with multiple subdomains
I think that solves your problem