Do Naturists have sex?

Well yes, of course they do. They're human like most of the rest of us. They just don't have sex as part of their naturist activities. In fact, most naturist groups will go out of their way to discourage sexual activity in public, in order to combat the perception that nudity equals sex.
Social nudity is not by itself sexual, and is certainly less titillating than skimpy costumes on textile (clothed) beaches. In some countries, where cultural beliefs are gained from the media and cinema, many people have the false perception that nudity only happens when beautiful people are having sex.