Dogs definitely have the capacity enjoy attention out back(anus and surrounding fur/muscles) in the form of petting, massaging, or even licking. Both in nonsexual, relaxing sense as part of generally receiving pets/attention and in the sense that male dogs may feel pleasurably stimulated by this to the point their penis/knot begins to engorge. There are a lot of strong muscles back there by the tailhole working hard all the time, and massaging those muscles is typically quite enjoyable. The back of their legs and "gooch" too.
Prostate orgasms from penetration though? The capacity to enjoy prostate rubbing is possibly there but bottoming is just as much a mental experience as it is a physical one, and most male dogs do not enjoy being put in submissive situations to even get to the point of penetration. I'm not going to speak for all male dogs but I'd say generally you wouldn't see a male dog enjoying anal, especially not to the point of achieving a prostate orgasm.