You should aproximate it building a triangle fan.
int n=0;
VertexPostionColor[] V = new VertexPositionColor[num_triangles+2]
V[0] = Center;
for (var angle = start ;angle<=end; angle += (end - start) / num_triangles)
{
V[++N].Position = new Vector3( Math.Cos(angle), Math.Sin(angle)) * radius + Center;
V[N].Color = CircleColor;
}
Short[] Index = new Short[num_triangles*3];
for (int i = 0; i< num_triangles; i++)
{
Index[i*3] = 0;
Index[i*3+1] = i+1;
Index[i*3+2] = i+2;
}
GraphicsDevice.DrawUserIndexedPrimitives(...);
If you want to get complicated using a spritebatch, you have to use a small sector texture, and draw it multiple times rotating it about the center.
this is an example, it need to be tuned to be precise.
float SectorAngle = Mathhelper.ToRadians(10);
Texture2D SectorTex;
Vector2 Origin = new Vector2(SectorTex.Width/2, SectorTex.Height);
for (var angle=start; angle<=end; angle+=SectorAngle) {
spriteBatch.Draw(SectorTex, Center, null, Color.White, Origin, angle, scale,...)
}