They are called the Dimples of Venus in women and sometimes the Dimples of Apollo in men. They appear near the sacroiliac joints and are caused mainly by bone structure, ligament placement, and genetics.
Some people have them and others do not, mostly because of inherited anatomy. Exercise cannot truly create them, though lower body fat or more muscle can make them easier to see.
Although they are often linked with fitness and attractiveness, they are not a sure sign of health or strength. Their appeal comes mostly from symmetry and long-standing beauty ideals rather than any special physical meaning.