Drawing circles and ellipses on the computer is fairly easy but drawing them freehand and in the right perspective is a skill you’ll really have to train for a lot!
The basic exercise is naturally to draw tons of circles and ellipses (filling up a whole sketchbook is a good idea). In order to see if you’re doing well you can cut your circles in half and see if both parts are perfectly overlapping. You can do similarly with ellipses (which are nothing more than circles at an angle): Cut them at the minor axis and see if both halves are overlapping well. It’s a good thing to use the minor axis (see picture) for your measurements since the major axis has practically no meaning when working with vanishing points i.e. in perspective. The minor axis is the one going through the perspective centre point of the deformed circle aka ellipse. The centre of shapes is very important when drawing (and modeling on the computer).
If you find yourself drawing a lot of ellipses and circles (concept art, vehicles, gadgets, product design) you should consider buying templates. You’re not supposed to stop practicing freehand shapes and you really don’t need templates when sketching! But you can save some time and effort this way. Additionally you can use the templates to check your own ellipses/circles.
The product design specialized drawing class at my university is using templates too 😉