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For the subset of $\mathbb{R}^2$, use the function region_plot:

x, y = var('x y')
region_plot([0<=x, x<=y, 1<=x^2+y^2, x^2+y^2<= 4], (x, -2, 2), (y, -2, 2))

For more details, see the description of region_plot at the end of the page https://doc.sagemath.org/html/en/reference/plotting/sage/plot/contour_plot.html

For a subset of $\mathbb{R}^3$, unfortunately there does not seem to be any function equivalent to region_plot in Sage...