Here are a few examples of arenas for your gladiators. These could inspire your creativity.
My large arena
This was built using a Playmobil toy arena as base
My small arena
This is a biscuit tin box with sand on the base and cork on the inside wall
You need an arena
To play you can use a simple flat surface. To simulate an amphitheatre, an elliptical shape is better than a rectangular one. Maybe you want something more three-dimensional. These are various amphitheatres that I found on the web and that I reviewed in an apposite section on Leadaddicted, where you can find more of them.