I have a little problem that needs solving. How to represent the legend in ArcMap as in the picture above?
Or as semi-circle instead of complete circles?
This is called a 'nested' display. After inserting your legend in Layout view, double click the legend to access the legend properties. Under the 'Items' tab, right-click the item that you would like to modify to a nested appearance, select 'Style', and scroll down until you see a circular symbol with callout lines similar to your example above (right side, middle of the example below).
NOTE: This legend option will only appear when the data is being displayed using Graduated or Proportional symbols (more from ESRI: http://resources.arcgis.com/en/help/main/10.2/index.html#//00s500000005000000). You can also change the marker from the default circle to any shape you would like within these menus.