Code:

poly1 = Graphics3D[Polygon[{{3, 3, 0},
{-3, 3, 0}, {-3, -3, 0}, {3, -3, 0}}]]
poly2 = Graphics3D[Polygon[{{0, 3, 3},
{0, -3, 3}, {0, -3, -3}, {0, 3, -3}}]]
poly3 = Graphics3D[Polygon[{{3, 0, 3},
{-3, 0, 3}, {-3, 0, -3}, {3, 0, -3}}]]
p1 = Plot3D[{Sqrt[4 - x^2]}, {x, 0, 2},
{y, -2, 0}, BoxRatios -> {1, 1, 1},
PlotRange -> {{-3, 3}, {-3, 3}, {-3, 3}},
RegionFunction -> Function[{x, y},
Abs[y] <= Sqrt[4 - x^2]]]
cp1 = ParametricPlot3D[{t, -Sqrt[4 - t^2],
Sqrt[4 - z^2]}, {t, 0, 2}, {z, 0, 2},
PlotStyle -> Opacity[0.4]]
Show[{p1, cp1, poly1, poly2, poly3},
PlotRange -> {{-3, 3}, {-3, 3}, {-3, 3}}]