I have been a few times to a sauna in Paris, France.
fairly classic I guess. After undressing and put a towel around your waist I went around the 4 different levels, I don;t go to the pool or actual sauna rooms. I like the common areas.
Lots of guys sucking, stroking and fucking, many watching. You just go to a guy, soft touch to his breast or body, if he returns the touch, you can proceed...
I usually take his cock to make it hard, he does the same... we stroke and suck a lots until one cums.. Then you go to the next guy, can stay in an open room or go to a cubicle if you prefer privacy. I prefer to stay in the open, guys can watch me and join too...
I don't do anal, and during a visit I manage to make 3 or 4 guys cum....
Never tried in the US, but I did try many times a masturbation club in NY, sunday afternoon, and love it. There, hands only, you can jerk off alone, watch other guys, mutual or in group.... cum all over the floor... LOL