These holes are knows as Venus holes. They are small circles formed on the lower back in both men and women. These holes are known as Apollo holes in case of men.
These holes are located in a place where two bones connect the pelvis. They can be seen only in people who have appropriate size ligament or this kind of genetic predisposition. It is simple the genetics and we cannot choose whether we have them or not.
Venus or Apollo holes are a sign of good circulation and a healthy body. Good circulation is the main thing for easier to achieve orgasm.
Venus holes are located in a place with no muscle, so it is impossible to make them with exercises, but if you eliminate extra fat, they can become visible.