Answer
See below.
Work Step by Step
$f(x)=y=\pm\sqrt{4-x^2}\\y^2=4-x^2\\x^2+y^2=4\\\frac{x^2}{2^2}+\frac{y^2}{2^2}=1\\\frac{x^2}{4}+\frac{y^2}{4}=1$
This is the standard form of an ellipse, thus the original equation also defines an ellipse.