Well, we know Harry's had at least 2 naughty dreams -- one of which made him glad Ron wasn't a legilimens! So there are some hints there. Plus those hours down by the lake with Ginny. In HBP it said something like they'd talk about the Quidditch Match, if they had time So Harry does get some loving but it's nothing too graphic. Just innuendos which the children wouldn't understand anyway so no harm's done