There is a tutorial in circos website, that might be of good use for you: http://circos.ca/tutorials/lessons/2d_tracks/text_labels1/lesson
Though, in your case, this is what I would do.
Given that you are drawing multiple tracks of heatmaps, you probably have more than one data files (e.g. your [path1] file). I would create a file that's similar to this, except you are drawing a text here. This would be just a one line file, where you copy the first line (i.e. first coordinate) of your path1 and edit it so that it looks like this
chr1 0 9999 file_name_1
Then on the configuration file, you add a new section to draw the text:
<plot>
type = text
color = black
file = path/to/your/text/file
r0 = value1
r1 = value2
label_size = value3
</plot>
At this point, you might have to play around with your config file and go through some trial and error procedure. Once you are able to put the label on one of the tracks, you can use the similar procedure to put the label on the rest of them.
Sorry I couldn't be of any more help to you, but hope that works. Good luck.
Please define "label those inner circles"...do you want to label each value in the heatmap band, or the whole entire band of values (for example, if your inner circle "A" had three values, say [1,2,3], would you like to label 1, 2, 3 or just label the circle as A)?
Lets say I have 3 circles, I indeed want them to label als A, B and C. (Or in my case, the real data file names).