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If you are talking about the body side moldings, there are no holes behind the BSMs. Questions regarding removal of the BSMs are asked quite often here on the Forum. Here are some of the more recent threads on this subject:
Are you talking about the panels on the inner side of the doors? If so, yes, there are holes. Plastic clips go in them, and you'd do very well to use the special panel removal tool from Autozone, Pep Boys or any decent car shop. I'd also pick up a few extra clips....I usually break a few.