Can I say,

(a) They enjoyed the circus.

(b) They enjoyed in the circus.

(c) They enjoyed watching the circus show.

(d) They enjoyed watching in the circus in the stadium.
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Why can't we use (b)? shall I know the reason?
b/d. You don't watch 'in' things. You don't watch in the TV. You don't watch in the football match. You don't watch in the circus. You personally are not in the circus display.

You might watch/enjoy something else that is in the circus. I enjoyed the elephants in the circus.

or you could enjoy being at the circus. Visitors are 'at' the circus. Performers are 'in' the circus.
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Vincent TeoWhy can't we use (b)? shall I know the reason?
In addition to what Nona said, 'enjoy' needs an object. It can also be used as a reflexive verb: 'They enjoyed themselves in/at the circus'.
If I say,

(A) We enjoyed ourselves in / at the circus.

(b) We enjoyed the circus show performed / performing.
A) We enjoyed ourselves at the circus.

(b) We enjoyed the circus show performance.
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A) We enjoyed ourselves in the circus.

If I use "in", that means "we are the performers doing tricks in the circus"?

Am I right?
yes, but it might not be that clear. We enjoyed performing in the circus makes it clearer.. or it could be someone who doesn't perform but works for the circus in some other way. "We enjoyed our days in the circus, putting up the tents, driving the trucks and selling the tickets."
If I say,

(A) I enjoyed the performance in the circus.
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