It simply depends upon how you want to construct the class, and what you want each object to do. In real life, i.e., when not following a lesson plan, you can do it almost any way that you want.
In this particular design,
self.radius sets an attribute of the particular Circle object.
circumference() is a method of the Circle object.
Since the circumference (and area) of a given circle are fixed, self.circumference and self.area could indeed be included in the constructor to establish those values as object attributes. However, presumably in order to easily illustrate attributes and methods, the course author chose not to do it that way.