Anglo-Saxons, especially Americans, are rather infamous in their awkwardness in talking about sex. See the use of “white meat” in American English to avoid using that erotic word breast. Nonetheless, like everybody else, it is a part of life and must be mentioned from time to time.
Many different words from various language roots are used to describe the various nuances of sex. I won’t talk about slang and swear words, which change over time. Among standard terms, the most formal term is to have sex or copulate, with share a bed with being slightly less direct and cold. Animals, by contrast, mate, couple with, and promulgate the species.
On a more positive emotional plane, people make love, make babies, get to know each other in a biblical sense (to quote Woody Allen), or, for legal purposes in the past, consummate the marriage. As an aside, many upper class Victorians newlyweds were so ignorant that they never did.
For short term purposes, young and not-so-young people sleep with each other (eventually actually sleeping), make hay even if mattresses are made of latex and springs, if you want to be crude about it, get to know each other (grin added), and fornicate, a fancy term for the f-word.
To end on a humorist note, I quote George Carlin: “why is that you can say that you pricked your finger, but not the other way around.”