Bokeh circles are formed from points of light. These circles are often lights in teh distance. By using a shallow depth-of-field or wide aperture of yuor lens, the points of light become circles. A long lens increases this effect. The final factor is focus distance. If your subject is in the foreground and close to the camera and the lights are in the background, the bokeh is enhanced.
The photographer will look for these situations as they occur naturally. Or he or she can make them happen. Night time or a dark room make this easier since you will be using a wider aperture. Try these multi-colored Christmas lights for $16 from Amazon. And you’re that much ahead for Christmas decorating ;).