Lubricants assist penetration in both vaginal and anal sex. The vagina usually lubricates itself when a woman is sexually aroused, and so you may not need lubricant for vaginal sex, unless the vagina feels dry.
However, you should always use lubricant for anal sex. Most condoms come pre-lubricated, but this is not adequate for anal sex and condoms should be used with water-based lubricant.
Never use oil-based lubricants such as body lotions, massage oils, or Vaseline, as these weaken the latex and cause the condom to break.
Apply lubricant to the outside of the condom, once you’re wearing it, and to the entrance of the rectum or vagina. Don’t put lubricant inside the condom as this can cause it to slip off during sex.