Here is my current code:
osgEarth::Style style;
auto cn = new osgEarth::Annotation::CircleNode(_mapNode, pointsWgs84.at(0), 100, style);
_mapNode->addChild(cn);
pointsWgs84 is vector of osg::GeoPoint objects. It should work correctly, but I didn't see circle on screen. Maybe I should add correct styles?