The 'hole' would typically be a board or component mounting hole and might not be plated, though often board houses include the option to plate these as well and hence eagle includes a solder mask for holes as well as pads.Don't use Eagle but is "hole" for mounting (aka a non-plated through hole)?
I assume there is a "pad" command to which would include the solder mask as stated by Albert..
Of course.. start a board.. and press the hole command see what happens..