For our purposes here, let's divide the practice of LDS polygamy into three distinct periods. The first, the Nauvoo period, in Illinois, was practiced under great secrecy. The second came shortly after the Mormons arrived in Utah and announced to the world that they were practicing plural marriage. The third is the post-Manifesto period, which saw a messy return to secrecy after the LDS Church publicly said they would stop entering into new marriages, only to have church leaders clandestinely authorize new unions.

The first period began in 1842 in Nauvoo, Illinois, when Joseph Smith began taking plural wives and authorized some of his closest associates to do the same. Smith had almost certainly taken at least one wife prior to this in Kirtland, Ohio, in the 1830s, but that appears to have been a one-off event and not part of a new marriage system that he unveiled in Nauvoo. In this period, marriages were entered into in the greatest of secrecy. Smith would often ask associates to approach women on his behalf to get a sense of how they were feeling, then he would speak to the woman about marrying him.

It's important to stress here that even the word "marriage" is misleading here. Scholars of LDS history use the term because it's what Smith and his followers used, but these relationships resembled nothing like marriages at the time. The women married to Smith (who likely married around 30 women in a two-year period in Nauvoo before his death in June 1844) did not cohabitate with him, he did not provide for them financially, and they rarely spent time together. There are some exceptions, but those are in spite of the marriage, not because of it. For example, Eliza R. Snow lived with Smith and his first (and only legal) wife, Emma, for a time, but not as husband and wife, since Emma did not know about the marriage at first. Emma went through bouts of acceptance of her husband's plural marriages, but then would revert to anger and hurt and tell him to stop. In those moments, Smith would go to extraordinary lengths to hide his relationships. In one case, Smith had already secretly wedded two sisters, and when Emma was finally persuaded to accept polygamy, she suggested he marry the sisters, and he went through the show of marrying them again to hide the original union from Emma.

In Smith's case, then, almost none of his wives lived with him, he would only occasionally meet with them late at night to spend time with them, which almost certainly included sex, and he did not provide for them financially. These women would continue to reside at home with their parents, and a handful were already married to other men and would continue to live with their husbands. Because the LDS marriage system includes marriage "for time"—a worldly marriage binding only for time on earth—and "for eternity"—a union meant to last forever through eternity—Smith was sometimes married, or "sealed" to women "for eternity," which meant they were to be his plural wives in the afterlife, but not his wives while they both lived on earth.

Of course, there were rumors of plural marriage in Nauvoo, and some of the women Smith approached rejected him. It's difficult to overstate how hard it was for these women to hear these proposals of marriage from someone they considered a spiritual leader who communed with God. Women in 1840s America had few rights, and they relied on marriage as a way to have financial and physical security. Plural marriage in Nauvoo provided none of that. Because of the secrecy, we know little about the actual arrangements that you asked about. However, sex between multiple spouses at once would not have occurred in Nauvoo; many of the women had no idea who else Smith had married.

There were other men who entered into plural relationships in Nauvoo, including Brigham Young and Smith's scribe (and an important source for these marriages, since he wrote about them in his diary), William Clayton. Clayton married his wife's sister, who was often deeply pained by the relationship. Many of these women were young—teenagers or in their early twenties, and they were being courted by other young men who had no idea that polygamy was being practiced in Nauvoo. It created a lot of emotional turmoil for these women. Clayton's second wife got pregnant by him—a terrible predicament for her to be in since, to the public, she was an unmarried young woman. Smith often promised the men he told to take plural wives that if they got caught he would publicly upbraid them, but he would privately exalt them. The women were not given this kind of guarantee.

Five years after the Mormons settled in Utah, in 1852 they announced that they were practicing polygamists. From that time until 1890, when the church publicly renounced the practice, plural marriage was openly practiced in Utah, and the experience of women varied drastically. Many women did have more freedoms. Utah was the first state to let women vote because as federal authorities increasingly cracked down on polygamists, and they took away men's right to vote, the church wanted women to be able to vote to continue to keep the church's monopoly in politics. Some women loved the lifestyle polygamy gave them—they could share a large home with other women they got along with and share household responsibilities. But many women, no matter how hard they tried, were stung by feelings of jealousy and inadequacy, especially many first wives. Although Mormons worked hard to portray polygamy as a higher law from God, many of the men, including high-ranking leaders, sought out younger and younger women as they got older. It was not uncommon to see men in the 40s and 50s marrying women in their late teens and early twenties. In some cases, women as young as 13 and 14 were married to older men Lorenzo Snow, who would later become LDS Church president, married his final (and ultimately favorite) wife in 1871 when she was 15 and he was 57.

In Brigham Young's case, his wives also experienced a wide variety in treatment and experience. Young built two homes for his family in Salt Lake City, the Beehive House and the Lion House. The wives and children living in these homes often had good education and good experiences. These are large homes that can be toured today. But not all of his wives and children experienced such luxury. Emily Partridge wrote letters to Young begging for money and she lived in virtual poverty, despite the fact that Young was the wealthiest man in Utah, a millionaire many times over in today's dollars. She was deeply unhappy in her marriage to Young. Other of Young's wives lived miles away from him in Provo. They rarely saw him or interacted with him. Compare this to Young's favorite wife, Amelia Folsom, for whom he built a mansion in downtown Salt Lake City, across the street from the Lion House, so grand it was called "Amelia's Palace" and it was used to host dignitaries from around the world. It was not uncommon for wives to experience this kind of disparate treatment from their husbands, and most men had "favorite" wives. 1/2 (hit the character limit)