I think I already saw it in the CoreGames tutorials but I forget it, can you tell me pls? Example image
You could've just Googled coregames find players in region
or something similar and take a look. I immediately spotted Game.FindPlayersInSphere which you could use.
Otherwise simply iterate through the players and check whether their position (the X/Y/Z components) fit within a box you specify, in case a sphere doesn't fit your needs.