Interesting question. Over the years, I've had my various doctors/NPs/PAs announce the rectal and prostate exam in a variety of ways. I'd have to put them into three different categories:
The first category of provider is the one that is very explicit and detailed with their instructions. As they're finishing up with my genital and hernia exam, they say something like "alright, I need to check your prostate now", or "I just have to do a quick rectal exam and then we'll be all done". Then they proceed to give me detailed instructions like "go ahead, turn around and bend over the exam table", or "rest your upper body on the table", or "face the table and stand on the step", or "please climb up and get on your hands and knees for me". Usually, my underwear is already either removed completely or pulled down to my knees for the genital exam, so they don't usually have to instruct me to undress further. Once I'm in position, they might say "turn your feet slightly inward", or "rest your arms in front of you", or "rest your head on the table".
The second category of provider is less formal and not as explicit. This is usually the case for a provider that I've already seen numerous times and we are already familiar with each other. They'll say something like "alright, time to check your prostate", or "let's check your backside now", or "just one more thing and then we'll be done". And they'll follow that up with something like "go ahead and get into position", or even "get into whatever position you like". My current female internist says this since she knows that I prefer to be on the table on my hands and knees. I've told her in the past that it's the most comfortable position for me, and she's absolutely fine with that since she said that it allows her to more easily reach my prostate. The key point is that this kind of provider announces that part of the exam so you can get into position, but assumes that you have had the exam done enough that you don't need detailed instructions.
The final category of provider hints at the exam without telling you anything. It's almost as if they are embarrassed to be asking you to get into position for the exam, and even more embarrassed to be performing it. They'll start off by saying apologetically "I'm sorry, but I have to perform a prostate exam now" (they don't usually use the word "rectal" since that seems to embarrass them further). Then they'll just stand there without giving me any more instructions. They'll just assume that I know what they want me to do (which I do). Sometimes as they pull on exam gloves or get out a tube of lubricant, I'll just automatically get into position for them. But other times, I just wait for them to give me additional instructions, just for the fun of it! After 30 seconds or so of no movement from me, they'll eventually say something like "have you had a prostate exam before", or "do you have any questions before I check your prostate". Even worse, sometimes they'll say "you can go ahead and get ready" without actually telling me how they want me to get ready (which I think is really rude).
Regardless of how we get to that point, most providers don't say an awful lot during the actual exam. Most will usually warn me with "you'll feel some pressure", or "this will feel cold", or "just relax this won't take long". If they're unusually chatty that day, they might give me a blow-by-blow account of exactly what they're doing ("I'm feeling the sides of your rectum now", "I'm pressing on your prostate now").
Afterward, it's usually "alright, that's it, everything is fine", or "there, that wasn't too bad", or "all done, here are some tissues for you to clean up", or "you can get dressed".