Not sure I'm understanding...
something like what is represented here?
If that's right, you can do it manually with the pen tool or quick and dirty with the Pathfinder tools (window -> pathfinder).
Do the circles first, put one on top of the other, use the "subtract from shape area" button, then once you have the donut, draw a rectangle over one part of the donut and use "subtract from shape area" again in pathfinder.
I'd do it manually with the pen tool and direct selection tool, myself... but only because I would probably be doing this to use with a plotter.