By doing the quests/questline for characters you will automatically gain Affection with them. So yes, even if you go for the NTR-events, you will still need to earn affection from the characters.
And winning/losing against Dave in the Intro doesn't matter all that much. You can go case by case in most situations and you can most of the time revert your decisions.
So for example, if you wish for Kate to get "punished" by Thomas, you can play the serving-minigame and lose. Or if you have proceeded Kate's quest, you can tell her to either stay away from Thomas or keep visiting him.
There are some major choices, that have more impact and can't be reverted: For example kicking Dasan out of Rumah or killing Tia's father. But you will notice, if such a decision is right before you. So you can save your game, maybe play it out and then go with your preferred choice.