Dear Soneka Magayuchi
I'm not sure what you mean. Do you mean stimulate your anus as well? Well, I guess that's OK, as long as it is clean. But most people concentrate on mainly on their sexual organs.
The important thing in masturbation is to do what feels good to you. It's part of getting familiar with all the parts of your body, and what you like and what you don't like.
Successful masturbation is a good preparation for satisfactory sex. It specially helps women learn how to have an orgasm. If a woman learns what she likes (and what gives her an orgasm) then she can show the man what to do.