I had this done at the vet's office just two days ago. He put on a glove, and squeezed the 2 anal glands that are on both sides of their butt. He said they have the same things as skunks, and it's supposed to empty out when they poop, but sometimes it gets a little backed up, and becomes uncomfortable. My Kya was scooting fairly often, which is the most common sign that it needs to be done. The vet or groomer can do it. I think you could do it yourself, but that's just not something I signed up for!
