Answer
Please see the figure attached.
Work Step by Step
In spherical coordinates, $\rho$ is the distance back to the origin. Thus, $\rho=2$ describes a sphere of radius $2$. Now, $\theta$ is the polar angle of the projection $Q$ of a point $P$ on the sphere onto the $xy$-plane. Since it is constant $\theta = \frac{\pi }{4}$, the sphere reduces to a circle of radius $2$.