They are called Venus holes; these are small circles, which are formed on the lower back in men and women. If they are found in men then they are called Apollo holes.
They are located on the site of the junction between the two bones of the pelvis, and can be seen only in people who have this genetic predisposition or the appropriate size ligaments. We cannot choose whether we have them or not, because it usually depends on genetics.
They are a sign of good circulation and a healthy body, a great circulation is an important prerequisite to achieve orgasm more easily.
Since Venus holes are located at the place where there is no muscle, it is impossible to create some exercises that can make them show up, but if you work to eliminate excess body fat, these holes can become visible.