There are a couple steps to drawing something in Cocoa.
First you need a path that will be used to define the object that you are going to be drawing. Take a look here Drawing Fundamental Shapes for a guide on creating paths in Cocoa. You will be most interested in sending the "appendBezierPathWithOvalInRect" message to an "NSBezierPath" object, this takes a rectangle that bounds the circle you want to draw.
This code will create a 10x10 circle at coordinates 10,10:
NSRect rect = NSMakeRect(10, 10, 10, 10);
NSBezierPath* circlePath = [NSBezierPath bezierPath];
[circlePath appendBezierPathWithOvalInRect: rect];
Once you have your path you want to set the color for the current drawing context. There are two colors, stroke and fill; stroke is the outline of the path and the fill is the interior color. To set a color you send "set" to an "NSColor" object.
This sets the stroke to black and the fill to red:
[[NSColor blackColor] setStroke];
[[NSColor redColor] setFill];
Now that you have your path and you have your colors set just fill the path and then draw it:
[path stroke];
[path fill];
All of this will need to be done in a graphics context like in drawRect of a view perhaps. All of this together with a graphics context would look like this:
- (void)drawRect:(NSRect)rect
{
// Get the graphics context that we are currently executing under
NSGraphicsContext* gc = [NSGraphicsContext currentContext];
// Save the current graphics context settings
[gc saveGraphicsState];
// Set the color in the current graphics context for future draw operations
[[NSColor blackColor] setStroke];
[[NSColor redColor] setFill];
// Create our circle path
NSRect rect = NSMakeRect(10, 10, 10, 10);
NSBezierPath* circlePath = [NSBezierPath bezierPath];
[circlePath appendBezierPathWithOvalInRect: rect];
// Outline and fill the path
[circlePath stroke];
[circlePath fill];
// Restore the context to what it was before we messed with it
[gc restoreGraphicsState];
}