The prostate gland is located between the bladder and penis, just behind the rectum. It’s a gland about the size of a walnut and it can be massaged via the anus using a toy like a prostate massager. Massaging the prostate is believed to be healthy because it can clear out the prostatic duct. It can also be incredibly pleasurable. If you want to massage the prostate, there are plenty of massager toys out there that are actually designed to hit the prostate directly. If not, insert your finger - whichever one you’re comfortable with - and gently rub back and forth.
Make sure that you feel the prostate swell. It's the male version of the G-spot and reacts to stimulation in a similar way. If you stimulate it and have an orgasm at the same time, studies have found that it’ll increase the intensity of your orgasm, sometimes by a third. And some men are able to have multiple orgasms this way as well.