I'm not sure why we're being asked to translate a name. The first time I tried "John" (which is the English equivalent), but that was wrong. Then I tried "Sion" and was told I was nearly right! As we can't add the accent when typing in English, it's a rather pointless question.
That is a question of the set-up of your computer. I set the type layout to "dead keys" and I can type ^ before o and it is combined automatically to ô. If you have a cheap version of Windows Microsoft does everything to prevent you from typing ŵ. That is their business model.
For Mac users - System Pref>Keyboard>Input Sources allows you to add foreign lang keyboards. A neat flag appears in the top right menu bar, which allows you to easily switch between them. In Welsh, pressing alt + o gives ô.
alt + 0244 on the Num Pad will give you the o-circumflex. You can then get top marks for correctly translating "Siôn" as "Siôn".