Assigning different physical groups to different color in gmsh and mark them as different material in fenics

[dokken]

The facet_region.xml file would extract facet tags from your mesh. As your mesh file does not have any, you dont have anything to extract. With xdmf you would create two files, one for the mesh and one for the facets.
This has for instance been discussed in detail in Gmsh, Meshio, Dolfin

@violetus

Thank you very much @dokken for your help, I was able to figure out how I will assign material properties because of you,

I would strongly suggest you post your solution on the forum, as it might help others in the future.