The best way in your particular case would just be to change your two criteria to one criterion:

dists[abs(dists - r - dr/2.) <= dr/2.]

It only creates one boolean array, and in my opinion is easier to read because it says, is dist within a dr or r? (Though I'd redefine r to be the center of your region of interest instead of the beginning, so r = r + dr/2.) But that doesn't answer your question.

The answer to your question:
You don't actually need where if you're just trying to filter out the elements of dists that don't fit your criteria:

dists[(dists >= r) & (dists <= r+dr)]

Because the & will give you an elementwise and (the parentheses are necessary).

Or, if you do want to use where for some reason, you can do:

 dists[(np.where((dists >= r) & (dists <= r + dr)))]

Why:
The reason it doesn't work is because np.where returns a list of indices, not a boolean array. You're trying to get and between two lists of numbers, which of course doesn't have the True/False values that you expect. If a and b are both True values, then a and b returns b. So saying something like [0,1,2] and [2,3,4] will just give you [2,3,4]. Here it is in action:

In [230]: dists = np.arange(0,10,.5)
In [231]: r = 5
In [232]: dr = 1

In [233]: np.where(dists >= r)
Out[233]: (array([10, 11, 12, 13, 14, 15, 16, 17, 18, 19]),)

In [234]: np.where(dists <= r+dr)
Out[234]: (array([ 0,  1,  2,  3,  4,  5,  6,  7,  8,  9, 10, 11, 12]),)

In [235]: np.where(dists >= r) and np.where(dists <= r+dr)
Out[235]: (array([ 0,  1,  2,  3,  4,  5,  6,  7,  8,  9, 10, 11, 12]),)

What you were expecting to compare was simply the boolean array, for example

In [236]: dists >= r
Out[236]: 
array([False, False, False, False, False, False, False, False, False,
       False,  True,  True,  True,  True,  True,  True,  True,  True,
        True,  True], dtype=bool)

In [237]: dists <= r + dr
Out[237]: 
array([ True,  True,  True,  True,  True,  True,  True,  True,  True,
        True,  True,  True,  True, False, False, False, False, False,
       False, False], dtype=bool)

In [238]: (dists >= r) & (dists <= r + dr)
Out[238]: 
array([False, False, False, False, False, False, False, False, False,
       False,  True,  True,  True, False, False, False, False, False,
       False, False], dtype=bool)

Now you can call np.where on the combined boolean array:

In [239]: np.where((dists >= r) & (dists <= r + dr))
Out[239]: (array([10, 11, 12]),)

In [240]: dists[np.where((dists >= r) & (dists <= r + dr))]
Out[240]: array([ 5. ,  5.5,  6. ])

Or simply index the original array with the boolean array using fancy indexing

In [241]: dists[(dists >= r) & (dists <= r + dr)]
Out[241]: array([ 5. ,  5.5,  6. ])

I think you can use loc:

df.loc[(df['col_1'] == 1, 'new_col')] = a
df.loc[(df['col_1'] == 2, 'new_col')] = b

Or:

df['new_col'] = np.where(df['col_1'] == 1, a, np.where(df['col_1'] == 2, b, np.nan))

Or numpy.select:

df['new_col'] = np.select([df['col_1'] == 1, df['col_1'] == 2],[a, b], default=np.nan)

Or use Series.map, if no match get NaN by default:

d =  { 0 : 'a',  1 : 'b'}

df['new_col'] = df['col_1'].map(d)

Try this: Using the setup from @Maxu

col         = 'consumption_energy'
conditions  = [ df2[col] >= 400, (df2[col] < 400) & (df2[col]> 200), df2[col] <= 200 ]
choices     = [ "high", 'medium', 'low' ]
    
df2["energy_class"] = np.select(conditions, choices, default=np.nan)


  consumption_energy energy_class
0                 459         high
1                 416         high
2                 186          low
3                 250       medium
4                 411         high
5                 210       medium
6                 343       medium
7                 328       medium
8                 208       medium
9                 223       medium

You can use np.in1d:

np.where(np.in1d(letters, ['A', 'C']))[0]

Out[]: array([0, 2, 3, 5, 6, 8], dtype=int64)

If you've got multiple more complex conditions, you can use functools.reduce

from functools import reduce
conditions = [letters == 'A', letters == 'C']
np.where(reduce(np.logical_or, conditions))[0]

Out[]: array([0, 2, 3, 5, 6, 8], dtype=int64)