At a very simple level, you could just make a picture (with an empty circle near the center) and show that onscreen with a Show Picture command, so that anything outside that circle will be obscured or darkened while you're walking around the map. Be sure to leave at least ~10 tiles of unwalkable area on each edge of any map where you're doing this, because if the player can get too close to the edge of the map, the camera won't pan with them and they'll walk outside the circle.
However, if you're planning on doing this for a significant part of your game (more than one map or one short segment of gameplay), I recommend looking into a Lighting plugin. I don't know the good ones for MV, but if you post on the Plugin Requests board, explain the kinds of things you want to do in your game, and say you're looking for an existing plugin, someone will definitely be able to recommend a good one for you.