For the specific situation you are describing, the following definitions would be sufficient:
set D circular = {'Mon', 'Tue', 'Wed', 'Thu', 'Fri', 'Sat', 'Sun'} ;
param demand {D};
var x {D} >= 0;
subject to day_constraint {d in D}:
sum {dd in D diff {next(d),next(d,2)}} x[dd] >= demand[d];
Then you would just need to provide AMPL with data for param demand. However, if you need something more general then you can use an indexed collection of AMPL sets:
set D circular = {'Mon', 'Tue', 'Wed', 'Thu', 'Fri', 'Sat', 'Sun'} ;
set O {D};
param demand {D};
var x {D} >= 0;
subject to day_constraint {d in D}:
sum {dd in D diff O[d]} x[dd] >= demand[d];
Then you also need to provide AMPL with the members of the sets O[d] for each d in D. Write back if you need help with that.