The Sith are disciplined Force-wielders, but I’m not sure if this means that they are sexually abstinent.
There is nothing in the Code of the Sith which forbids sex for the Sith. Indeed, the Code's declaration of the existence of passion indicates that the Sith embrace passion (mainly anger, but possibly also sexual passion). This is in contrast to the Jedi Code which denies emotion and passion and therefore encourages sexual abstinence for the Jedi.
That said, to the best of my knowledge there has been no depiction of a Sith having a sexual encounter in canon. Since sex is not against the Code of the Sith it's a possibility that Sith Lord(s) have had minor sexual encounters which are just not worth mentioning. In general, however, the Sith are seduced by power rather than sex; they are probably so obsessed with power that they don't really care much about sex. It's not that they are opposed to sex, it's just that it's a low priority for them.
Sith have definitely had sexual encounters in Legends. Notable examples include Darth Malgus who took a Twi'lek slave girl named Eleena Daru as his lover, and Tenebrae/Vitiate/Valkorion who had three children by Senya Tirall. These characters are depicted the video game Star Wars: The Old Republic, which allows Sith players to have sexual encounters (off-screen, not actually depicted) with some of the other characters they meet. As in canon, there is no mention of lovers for most of the Banite Sith, possibly because these Sith were few in number and in hiding. Legends does suggest that Palpatine had concubines after he became emperor, though it's not certain that these women were physically intimate with him.