Fünfkirchen is the German name of the Hungarian city of Pécs. Pécs is among the five largest cities of Hungary. It is not a region. It was part of Hungary for as long as Hungary exists. Pécs is likely the place where your ancestors lived when they emigrated to the US.
Ellisislandrecords.org shows six arrivals of Sekols with residences in Scranton, PA, all US citizens. Of these, Wiliam F. Sekol, age 57, arrived on Feb. 26, 1923 with wife Ida, 38 and daughters Ida, 15 and Frances, 10. Another family member, Helen, 22, followed in September 1923. They all lived at 1011 Wine Street in Scranton, PA. Already arrived in Feb. 1922, had the couple Severin, 33, and Erma, 32, Sekol.
The time and place of William's naturalization is mentioned in the record. With these data, you should be able to find their nationalization records with, hopefully, data on their origin in Hungary and the earlier spelling of the surname.