A MRF zone can be created using topoSet dictionary topoSetDict.mrf:

/*--------------------------------*- C++ -*----------------------------------*\
| =========                 |                                                 |
| \\      /  F ield         | OpenFOAM: The Open Source CFD Toolbox           |
|  \\    /   O peration     | Version:  2.2.2                                 |
|   \\  /    A nd           | Web:      www.OpenFOAM.org                      |
|    \\/     M anipulation  |                                                 |
\*---------------------------------------------------------------------------*/
FoamFile
{
    version     2.0;
    format      ascii;
    class       dictionary;
    object      topoSetDict;
}
// * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * //

actions
(
    {
        name rotor_mrf_set;
        type cellSet;
        action clear;
    }
    {
        name rotor_mrf_set;
        type cellSet;
        action invert;
    }
    {
        name rotor_mrf_zone;
        type cellZoneSet;
        action new;
        source setToCellZone;
        sourceInfo
        {
            set  rotor_mrf_set;
        }
    }
);

// ************************************************************************* //

Run the topoSet utility:

# topoSet -dict system/topoSetDict.mrf