Construct an equilateral triangle with the given vertex so that the other vertices lie on the concentric circles respectively.
I constructed the triangle, but I don't know how it works. How does this construction work? Is there any proof?
My construction.
Let the smaller circle be $a$, the larger circle $b$, and the point $c$.
Step 1: Construct a circle with radius of $b$ at the point $c$.
Step 2: The circle will intersect circle $a$ at $2$ points. Let the two points be $x$ and $y$. Construct a perpendicular bisector of the line connecting $x$ and the common centre of circle $a$ and $b$.
Step 3: The bisector intersect the circle $a$ at a point which is another vertex of the equilateral triangle.
For more context, this is from the game "Euclidea" level 13.3. Video solutions can be found here.


Construction. Denote by $c'$ and $k'$ the images of $c$ and $k$, respectively, under the counterclockwise rotation about $P$ by $\dfrac{\pi}{3}$. Suppose that $c$ meets $k'$ at $A$ and $A'$, and that $c'$ meets $k$ at $B''$ and $B'''$. Let $B$, $B'$, $A''$, and $A'''$ be the images of $A$, $A'$, $B''$, and $B'''$ under the clockwise rotation about $P$ by $\dfrac{\pi}{3}$. Then, $PAB$, $PA'B'$, $PA''B''$, and $PA'''B'''$ are equilateral triangles. The number of such triangles can be $0$, $1$, $2$, $3$, and $4$, depending how $c$ and $k$ intersect $c'$ and $k'$.
Explaination. If $PAB$ is a desired triangle, then $A$ is the image of counterclockwise rotation about $P$ by $\theta\in\left\{-\dfrac{\pi}{3},+\dfrac{\pi}{3}\right\}$. If $\theta=+\dfrac{\pi}{3}$, then clearly, $A$ is a point of intersection between $c$ and $k'$. If $\theta=-\dfrac{\pi}{3}$, then $B$ is the point of intersection between $c'$ and $k$.
Addendum.
The OP's construction works when the two circles are concentric. I have not yet found out why. If I know the answer, I will come back to give a proof. For now, I attach a figure showing that the OP's steps do lead to a correct construction.