Here's how you would create an image like this.
You'd set up a single axis that corresponded to the length of your heatmap. The length would be arbitrary, e.g. 1000 and the karyotype file might be
chr - axis axis 0 1000 black
Now that you have your axis, you would define each concentric heatmap as a file with colored segments associated with values
axis 0 50 0.5
axis 51 70 0.75
axis 71 125 1.2
...
The length and value of each bin would depend on your data.
Then you'd create a heatmap track for each
<plots>
<plot>
type = heatmap
file = data.1.txt
r1 = 0.95r
r0 = 0.90r
color = blues-9-seq # or create your own color scheme
</plot>
# more tracks here
</plots>
The way you would make the track concentric is to adjust the start/end radius positions of each track (r0, r1).
<plots>
<plot>
...
file = data.1.txt
r1 = 0.95r
r0 = 0.90r
...
</plot>
<plot>
...
r1 = 0.90r
r0 = 0.85r
...
</plot>
<plot>
...
r1 = 0.85r
r0 = 0.80r
...
</plot>
...
</plots>
It's possible to automate this, but if you've never used Circos or are not an advanced user it's easier to just explicitly define each track.
This tutorial does something similar, except that it uses the chromosomes in the human genome as the axis.