They're not having sex (unless you're watching proper hard-core pornographic films).
A lot is implied, but it's only acting and you'll never visually the actual act happening. If a male actor is nude, then they'll invariably be wearing a 'sock' for modesty. Female actors may be naked, or wearing a merkin.
Of course, most of what you see is stuff you don't see - acting is usually under covers, from behind, or off-camera (there being a close up of kissing/sweating instead of the 'lower' regions).
EDIT: I'm referring here to mainstream Hollywood films as per the ones given in the question. Obviously independent films or films creating in countries without Hollywood levels of obscenity laws can be as shocking/explicit as they like.