This is the solution following the comment of Tom Bombadil:
\documentclass[tikz,border=10]{standalone}
\pgfdeclarelayer{background}
\pgfsetlayers{background,main}
% taken from https://tex.stackexchange.com/a/356877/42803
\def\drawpolygon#1,#2,#3;{
\begin{pgfonlayer}{background}
\begin{scope}[transparency group,opacity=0.5]
\filldraw[#1,line width=15,join=round] (#2.center) foreach \A in {#3}{--(\A.center)}--cycle;
\end{scope}
\end{pgfonlayer}
}
\tikzset{point/.style={circle,fill, minimum size=9pt,
inner sep=0pt, outer sep=0pt}}
\newcommand{\drawpoints}[2]{
\begin{scope}[shift={(#1)}]
\foreach \a in {1,...,#2}
\coordinate (\a) at (90+\a*360/#2:1) {};
\foreach \a in {1,...,#2}
\node[point] at (\a) {};
\end{scope}
}
\newcommand{\drawsubset}[4]{
\begin{scope}[shift={(#1)}]
\foreach \a in {1,...,#2}
\coordinate (\a) at (90+\a*360/#2:1) {};
\drawpolygon #4,#3;
\end{scope}
}
\newcommand{\drawsubseta}[4]{
\drawsubset{#1}{#2}{#3}{#4}
\drawpoints{#1}{#2}
}
\newcommand{\drawsubsetb}[6]{
\drawsubset{#1}{#2}{#3}{#4}
\drawsubset{#1}{#2}{#5}{#6}
\drawpoints{#1}{#2}
}
\begin{document}
\begin{tikzpicture}
\drawsubseta{0,0}{5}{1,2,3,4,5}{red}
\drawsubseta{4,0}{5}{1,3,5}{green}
\drawsubsetb{8,0}{5}{1,2,4}{green}{3,5}{magenta}
\drawsubsetb{12,0}{5}{1,3}{brown}{2,5}{orange}
\drawsubseta{16,0}{5}{1,2,4,5}{red}
\drawpoints{0,4}{5}
\drawsubsetb{4,4}{5}{3,4,5}{green}{1,2}{magenta}
\drawsubseta{8,4}{5}{1,2,3,4}{red}
\drawsubseta{12,4}{5}{1,2,5}{green}
\drawsubsetb{16,4}{5}{1,2}{brown}{3,5}{orange}
\drawsubseta{0,-4}{7}{1,2,5}{orange}
\drawsubsetb{4,-4}{6}{3,4,5}{green}{1,2,6}{magenta}
\drawsubsetb{8,-4}{7}{1,3,4,5}{red}{2,6}{green}
\drawsubseta{12,-4}{4}{1,2,3,4}{green}
\drawsubsetb{16,-4}{7}{1,2,5}{brown}{3,4,6,7}{orange}
\node[outer sep = 1.2cm,circle] (a) at (4,-4) {};
\node[outer sep = 1.2cm,circle] (b) at (16,4) {};
\draw[line width=2pt,->] (a) to[out=20,in=-160] (b);
\end{tikzpicture}
\end{document}

rounded corneroption. For connecting these with arrows, you can draw an invisible node around each picture with the fit library. – Tom Bombadil Dec 16 '15 at 07:52