Well, the Dothraki rape/murder was in the books, as was Jaime and Cersei's tower 'love' scene, but Tyrion and his hookers was not in the book. However, while it is an -addition-, it's not really shocking. Tyrion partakes of whores rather often in the book.
I think those were all the sex scenes in the pilot, but I may have missed one.
Don't expect particularly -erotic- sex scenes in this, if you're hoping for them. The books always did their very best to make even the most potentially erotic sex scenes incredibly squicky and very much -not- sexy.