Open up sandbox, press "T" by default to open the list of characters. Spawn in whoever you want. If you want to change the character you're controlling, spawn in the character you want, talk to them, and click possess. Press "o" to open the poser/character creator if you want to change the appearance of anyone. Otherwise, talk to the character you spawned and click the sex dialogue option. Simple as that.
For animations involving more than two characters, spawn in all characters involved, talk to them one by one and tell them to follow you. Then talk to one of them again and select the new option "Sex (group)"
Note that in the animation menu that pops up, there's a checkbox called "hold" or something similar. Check that to stop the scenes from auto-advancing before you're ready, if you're trying to see specific animation or just want to take your time.