I can attest to the fact that, if you do kegels regularly and consistently, it can, indeed, improve your orgasms! I need to get back into doing those.
I don't know if people typically start doing them on their backs, but I don't think you need to "get the hang of them" to do them anywhere. I've never read that, and I'm not saying you didn't, alexandra, just saying that I've never heard of anyone having difficulty in any position. You can learn the muscles to use when you're peeing, just by stopping and starting your flow.
There are also tools you can buy to help strengthen your pelvic floor muscles, like the
Kegelcisor or the
Gyneflex, but you don't need any tools to do it; the tools just provide more challenge, just like you don't need weights to work out your arms, but weights build bigger muscles.