data = RandomReal[{0, 1}, {100, 2}] r = 1/5; center = {1/6, 1/4}; sd = Select[data, EuclideanDistance[#, center] < r &] Show[ListPlot@data, Graphics@Circle[center, r], Graphics[{Red, PointSize[Large], Point@sd}], AspectRatio -> 1]

Edit
For an ellipse
data = RandomReal[{0, 1}, {100, 2}] r = 1/5; f1 = {1/6, 1/4}; f2 = {1/3, 1/5}; sd = Select[data, EuclideanDistance[#, f1] + EuclideanDistance[#, f2] < r &] Show[ListPlot@data, RegionPlot[EuclideanDistance[{x, y},f1] + EuclideanDistance[{x, y},f2] <r, {x, 0, 1}, {y, 0, 1}], Graphics[{Red, PointSize[Large], Point@sd}], AspectRatio -> 1]

Edit 2
Better code
data = RandomReal[{0, 1}, {100, 2}] r = 1/5; f1 = {1/6, 1/4}; f2 = {1/3, 1/5}; inside[{x_, y_}, {f1_, f2_}] := Sum[EuclideanDistance[{x, y}, i], {i, {f1, f2}}]; sd = Select[data, inside[#, {f1, f2}] < r &]; Show[ListPlot@data, RegionPlot[inside[{x, y}, {f1, f2}] < r, {x, 0, 1}, {y, 0, 1}], Graphics[{Red, PointSize[Large], Point@sd}], AspectRatio -> 1]
Edit 3
Here you have the whole thing translated to your ComponentMeasurements output
(*{c,s,t}=1/.ComponentMeasurements[f,{"Centroid","SemiAxes",\ "Orientation"}] *) c = {.3, .4} s = {.4, .2} t = Pi/8 {s1, s2} = s center = {cx, cy} = c f = Sqrt[s1 s1 - s2 s2] f1 = {f1x, f1y} = {cx + f Cos[t], cy - f Sin[t]} f2 = {f2x, f2y} = {cx - f Cos[t], cy + f Sin[t]} r = 2 Sqrt[f f + s2 s2] data = RandomReal[{0, 1}, {100, 2}]; sd = Select[data, EuclideanDistance[#, f1] + EuclideanDistance[#, f2] < r &]; Show[ ListPlot@data, RegionPlot[ EuclideanDistance[{x, y}, f1] + EuclideanDistance[{x, y}, f2] < r, {x, 0, 1}, {y, 0, 1}], Graphics[{Red, PointSize[Large], Point@sd}], AspectRatio -> 1]
