In Mechanical, suppress the brown body (or in SpaceClaim, suppress for Physics).
In the 1/4 circle that remains, the face that has a normal on the X axis has a Displacement of X = 0 and Y, Z are Free. The face that has a normal on the Y axis has a Displacement of Y = 0 and X and Z are Free. This is what the Symmetry regions do for you. You don't need both Displacement and Symmetry, but if you use Symmetry, you must have two separate ones and set the Normal axis correctly in each one. There are often three ways to do the same thing so Frictionless Support on any of those three flat faces is equivalent to the Displacement or Symmetry methods to support those faces.