I dont know what it is and would like to try it.
First Challenge: Catch a Geodude. Very easy to find. Most likely just to show how the Zone runs and how to catch Pokemon there.
Second Challenge: Using the Area Customizer to add the Desert Area, the player must catch a Sandshrew. Now players have to change the terrain for this, showing them how to use the Customizer.
Source: Bulbapedia/ Challenges