To shade smooth an object in Blender, you can turn on Auto Smooth under the object data tab and smooth anything that goes over 90 degrees (so set that to 89) or you could add another cut around the holes and at the edge.
Make sure you're in edit mode and have all the faces selected that you want to shade smooth before actually hitting shade smooth.
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The easiest way is to set an entire object as smooth or faceted by selecting a mesh object, and in Object Mode, select Shade Smooth in the Object menu. This…
Shading — Blender Manual
Shade Smooth & Flat The appearance of the mesh edges are determined to be evened out or well defined within the 3D Viewport and render. In Edit Mode, individual faces…
Shade Smooth & Flat — Blender Manual