Inside your body, specifically soul though counterpart body-soul. There are 25 major chakras; seven main in the middle odd man out is Sahasrara, 6 in the front emotional, and 6 in the rear kundalini power chakras. There are also 4 more chakras above your head so-called trans-personal or universal chakras these deal with other siddhis(powers) of the soul.
But...
Behind the penis at the root or base of it and on the clitoris area of a woman. Sits the front emotional muldhara chakra i.e. red chakra or base chakra. So indeed you are right but also technically you do realize all chakras interact with the act of sex or to be more specific the more you spiritually progress especially if viewed from the Gods understanding and also understanding of limited human Tantric literature a whole host of other physical, mental, and spiritual processes occur even primordial animalistic properties are exhibited such as the fact that when having sex the reproductive sperm and fluids change THEY understand the difference between masturbating and sex. Which they reorganize and realize a potential for producing a new human. So it's not just at the high or conscious level but even at the low unconscious level, not just simply physical nor mental but also spiritual.
Remember key word: Your entire body is a sex organ. Just because you have specific areas deemed sex organs doesn't mean other sites are not available for pleasure or procurement of pleasure or the end result i.e. orgasm. Hence full body orgasm as noted in many tantric documentations and even in recent times with certain activities leading to a difference.