The circle change is a more advanced pitch, with a similar grip. The difference is that the index finger and thumb should form a circle on the side of the ball, as if you were making the hand signal for OK. The middle finger, ring finger and pinkie finger are on the top of the ball, across the seams, just as in the three-finger changeup.
The ball should be touching the “circle” on the thumb and index finger. It's thrown the same as a fastball.