First thing you should do to save some time is eliminate the ones that can not match. To do this, calculate the smallest rect that contains the circle. Intersect that with whatever rect you think might intersect with it (loop over all of them, most likely). Two rectangles intersect if they overlap both horizontally or vertically. There are three ways an intersection can happen:
Left edge of rect A is between left and right edges of rect B
Right edge of rect A is between left and right edges of rect B
Left edge of rect A <= left edge of rect B and right edge of rect A > right edge of rect B
And the same for vertical (i.e. swap top for left and bottom for right). If you have an intersection in both directions, the rectangles overlap.
If that doesn't match, they can't be intersecting. If it does, you can do more expensive, more complicated tests:
If the circle's surrounding rect fits into the rect you're intersecting with, you know they intersect.
The only cases left are whether the center of the circle lies inside the rect (point-in-rect test) and whether one of the rect's edges intersect the circle. For that, you use a circle equation. If your centre is a,b and your radius is r, you'd have to solve
(x-a)*(x-a) + (y-b)*(y-b) = r
to find out if a point (x,y) lies within the circle. So loop over each point in the line for each edge and plug it into the above equation as x,y. If any of them solve, you know that the rect intersects the circle.