There is a VERY small VERY right-wing fringe of Orthodoxy that believes that modesty should be preserved, even in bed, and so they touch as little as possible during sex, and try to remain covered.
That said, that percentage of even Orthodox Jews is tiny. According to the Talmud there are three things that a man must provide his wife with: food, shelter/clothing, and sex. Most Orthodox Jews do wait until marriage to have sex, and many of them don't touch any non-family members of the opposite gender, but once they get married, they do have sex just like anyone else.