What meshes are supported?

See for instance:
https://docs.fenicsproject.org/dolfinx/v0.6.0/python/demos/demo_gmsh.html
https://jsdokken.com/dolfinx-tutorial/chapter3/subdomains.html?highlight=read_from_msh#read-in-msh-files-with-dolfinx

https://jsdokken.com/dolfinx-tutorial/chapter3/em.html

and various other posts explaining how to use GMSH with DOLFINx.