Answer
The set includes all the points outside the circle $x^2+y^2 = 4$
Note that the points on the circle are not included in the set.
Work Step by Step
$\{(x,y)\vert~x^2+y^2 \gt 4 ~\}$
We can write the general equation for a circle:
$(x-a)^2+(y-b)^2 = r^2$
where $(a,b)$ is the center of the circle and $r$ is the radius
The set includes all the points outside the circle $x^2+y^2 = 4$
The center of the circle is $(0,0)$ and the radius of the circle is $2$
Note that the points on the circle are not included in the set.