Sex therapy is like every other talk therapy or counseling, just focused on sexual health and function. A sex therapy session will look much like sessions of other kinds of therapy: A person or couple meets with their therapist, either in-person or via telehealth, and discuss the concerns and challenges they encounter in the course of their sexual experiences.
The sex therapist, in turn, offers guidance and counsel, working with their client to uncover causes of and solutions to sexual dysfunction or afflictions.
Importantly, sex therapy does not involve sexual activity between the therapist and the client(s), or any physical contact of any kind. It is a talk-based therapy just like analysis, psychodynamic therapy, or any other mental or behavioral health talk therapy.
Clients who feel uncomfortable with any part of therapy should speak up or stop seeing that particular therapist.