You can kiss, caress, lie together naked with your bodies pressed or rubbing together, talk intimately, stroke each other's genitals, give each other oral sex (the man licking or sucking the woman's clitoris or labia, the woman licking or sucking the man's penis), have intercourse (the man's penis inside the woman's vagina) or anal sex (the man's penis inside the woman's anus).
You can also have sex on your own – see the section on masturbating. Lots of people in a relationship also masturbate.
Of course men can also have sex with men and women can have sex with women. See homosexuality.