The answer is in Season 6 Episode 5, the same Episode as you are referring to. Actually the same conversation.
We do not know much that went on in matrimonial bed of Ramsay and Sansa except that:
He raped her repeatedly. Although as Mooz suggests, marital rape probably does not exist in Westeros generally. Even though characters like Tyrion believe it does, as he made it clear to his father that he won't rape Sansa by forcing himself on her.
You have to consider the conversation Sansa had with Littlefinger, it holds the answer to all your question, at least from Sansa's narrative but that's all we have:
Sansa: Did you know about Ramsay? If you didn't know, you're an idiot.
If you did know, you're my enemy. Would you like to hear about our
wedding night? He never hurt my face. He needed my face, the face of
Ned Stark's daughter. But the rest of me, he did what he liked with
the rest of me as long as I could still give him an heir. What do
you think he did?
Petyr: I can't begin to contemplate--
Sansa: What do you think he did to me?
Brienne: Lady Sansa asked you a question.
Petyr: He beat you.
Sansa: Yes, he enjoyed that. What else do you think he did?
Petyr: Sansa, I--
Sansa: What else?
Petyr: Did he cut you?
Sansa: Maybe you did know about Ramsay all along.
Petyr: I didn't know.
Sansa: I thought you knew everyone's secrets.
Petyr: I made a mistake, a horrible mistake. I underestimated a
Sansa: The other things he did, ladies aren't supposed to talk about
those things, but I imagine brothel keepers talk about them all the
time. I can still feel it. I don't mean in my tender heart it still
pains me so. I can still feel what he did in my body standing here
So it is clear from that conversation that:
Ramsay had sex with Sansa (Obviously against her will) quiet violently with the sole exception that he did not want to make her lose her ability to procreate so it is clear that he did not mutilate her genitals or at least was careful with those parts. The rest of her, he tortured brutally.
He physically beat her so many times that Sansa came to understand that he was a sadistic person who liked to torture others.
He cut Sansa as you noted. Sansa confirms that although she never mentions what parts. Since she already said that he did what he liked with her body with sole exception of face and presumably genitals, It is plausible that her whole body was a canvas for him to paint in red.
Sansa makes it clear that she was not talking about mental ordeal or some sort of mental impacts of a traumatic experience. She was talking about physical pain which still hurts her after all that time given that the torture was quite gruesome and effective.
It is possible that "What he did in my body" is referring to
potential pregnancy of Sansa with Ramsay's child which makes sense
because Sansa would be feeling the pregnancy. This would be reinforced
by Ramsay's last words to her in which he said that he is a part of
her now. However, Sophie Turner, the actress has denied that it is true.
Just to repeat what has already been suggested:
In Books, Sansa never went to Winterfell. Ramsay married her childhood
friend Jeyne Poole with help of Petyr Baelish and Lannisters. He
tortured Jeyne badly and presumably even pressurized her to mate with his dogs
and subjected her to touches of his servants like Reek. Theon escapes
Winterfell when Stannis Baratheon is rumored to be close with Jeyne
Poole, with help of Wildling "washerwomen".
Sansa in the meanwhile is safely in Vale, pretending to be
Littlefinger's daughter. There, Littlefinger is scheming to have her
wed to Harrold Hardyng aka Harry the heir (Also known as Young Falcon, Darling of Vale), a distant cousin and heir to Lord Robert Arryn.