How to find and count the points that are elements of $\{(x,y)\in\mathbb{Z}^2:x^2+y^2\le16 \wedge |y|\gt x\}$?

Just solve it:

sol = Solve[x^2 + y^2 <= 16 && Abs[y] > x, {x, y}, Integers];

Get how many:

Length@sol

Make the points (set point size or use Disk if you want bigger):

gr = Graphics[{Red, Point[{x, y}] /. sol}];

Then show them together:

Show[{Plot[{y /. Solve[x^2 + y^2 == 16, y], x, -x}, {x, -5, 5}, 
   PlotStyle -> {Solid, Dashed, Dashed}, AspectRatio -> 1, 
   PlotRange -> {{-5, 5}, {-5, 5}}, PlotTheme -> "Detailed", 
   GridLines -> {{-4, -3, -2, -1, 0, 1, 2, 3, 4}, {-4, -3, -2, -1, 0, 
      1, 2, 3, 4}}], gr}]

Here is one way to do it.

grid = Catenate @ CoordinateBoundsArray[{{-4, 4}, {-4, 4}}];
belongsQ[{x_, y_}] := x^2 + y^2 <= 16 && Abs[y] > x
pts = Pick[grid, belongsQ /@ grid];
Length[pts]

34

Plot[{y /. Solve[x^2 + y^2 == 16, y], x, -x}, {x, -5, 5}, 
  PlotStyle -> {Automatic, Dashed, Dashed},
  AspectRatio -> 1,
  PlotRange -> {{-5, 5}, {-5, 5}},
  PlotTheme -> "Detailed",
  PlotLegends -> False, 
  GridLines -> {{-4, -3, -2, -1, 0, 1, 2, 3, 4}, {-4, -3, -2, -1, 0, 1, 2, 3, 4}},
  Epilog -> {Red, AbsolutePointSize[5], Point[pts]}]

plot1 = Plot[{y /. Solve[x^2 + y^2 == 16, y], x, -x}, {x, -5, 5}, 
  PlotStyle -> {Automatic, Dashed, Dashed}, AspectRatio -> 1, 
  PlotRange -> {{-5, 5}, {-5, 5}}, PlotTheme -> "Detailed", 
  GridLines -> {{-4, -3, -2, -1, 0, 1, 2, 3, 4}, {-4, -3, -2, -1, 0, 
     1, 2, 3, 4}}]

This shot works:

pts = {x, y} /. FindInstance[x^2 + y^2 <= 16 && Abs[y] > x, {x, y}, Integers, 100]
 (* 100 was chosen big enough to have all points found *)

plot2 = ListPlot[pts, PlotStyle -> {Red, PointSize[Large]}];

Show[plot1, plot2]

Length@pts

34