There are many recipes on the web that call for frying the donuts in a pot of vegetable oil. I personally prefer non-fried (aka baked) donuts to reduce the fat content. If you query “baked donuts” or “baked doughnuts” you will get many excellent recipes.
Some recipes call for an electric donut maker, others donut pans (like muffin tins but with donut shaped grooves), some use a donut cutter and others have you using muffin tins. Happy hunting.