The small circles on the back (lower back holes) are both found in men and women. For females they are called Venus holes, for men – Apollo.
Lower Back Holes
They are placed where the bones link to our pelvis. Usually people with genetic predispositions have them according to the ligaments size.
This is basically just genetics so you cannot choose whether to have them or not. So, people with good blood flow and healthy diets have them and also these people easily get orgasms.
They appear on a body area with no muscles and this means they are not made with exercise, but if you generally lower the body fat percentage, you can make them appear more visible.
Source and Image Source: healthyandnaturalhouse.com