When you drill the wall, before you insert the screw in, you put some plastic inside it so it can hold the screw well. That plastic is called a dubel.
You don’t need to drill the ass – there is naturally a hole there. All you need to do is to get this dubel inside the ass so it can spread the hole in case you wanna have a look at something or stick something inside.
Vagina doesn’t normally need a dubel. However, the asshole is tighter and it generally requires something like this. Use it with anal lubricant!