From an evolutionary and biological perspective, animals are driven to have sex in order to procreate. But there is a lot more to sexual relations between animals. Animal sex is at least as strange and varied as human sex. A male might copulate with many females. And female animals of many species can be choosy, too. Homosexuality is common. Monogamy is rare. And the animal kingdom is full of swingers. In short, with animals, sex can be wild.
Aliens might have sex, assuming the benefits outweigh the risks on their home planets. What that sex would look like is an open question. But if animal antics on Earth say anything, extraterrestrial sex would be weird.