How to Click on Transparent Objects?

You can fill the transparent space with black color and set the opacity as low as possible, but not to 0.

Or create an invisible hit box

also you can uncheck "use fine detection" in the object properties,
if you don't mind it triggering for small areas "outside" the circle (corner edges)

this will enable "bounding box" collisions,
returning "true" for any area inside the whole square defined by the objects further edges

Alpha Channels is the solution here.

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A click on an Object ( with 'Fine Detectin' ON ) will be detected when you click any part of the Object where graphic has been applied.
Example, if you draw 3 small dots as your image for an Active Object, a click will only be detected if you click on any of these three drawn dots.

More specifically to your case
#1 You want a circular object
#2 with a transparent hole in it
#3 and you want a click on the object to be detected both 'on' the graphical circle but also 'inside' the transparent hole

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SOLUTION: ALPHA CHANNELS

"A click on an Object ( with 'Fine Detectin' ON ) will be detected when you click any part of the Object where graphic has been applied."

You will have to draw the circle, but also apply some graphic to the areas you want to be clickable ( in this case the center of the circle ).
After this you just apply an Alpha Channel to the image to 'selectively' make areas/ parts of the original image transparent or semi-transparent.
To create/ edit Alpha Chanel for an image, from the Animation Frame Editor click on the icon to the right of the flip/ crop buttons in the Editor.

Alpha Channels can be tricky to work with at first, but its a very good tool once you get to know it.
You can apply semitransparent areas to parts of an image, like for windows of a car or a house, or use it for other purposes.

Or you can also try doing a radius check.