Venus holes are the circles that you can see on the image and they appear on the lower back in both women and men. But when it comes to men they are known as Apollo holes. The area where these holes appear is the area where two bones are connecting the pelvis and they can appear on people that deal with this genetic predisposition or appropriate size ligaments.
A person cannot choose if they want to have them or not because its genetics. But these holes are indicator for a healthy body and great circulation. You cannot build up these holes with exercising because they are placed on area where there are no muscles. You can although try to lose weight with exercising and that way they can be visible if you have them.