It's quite a complex issue. The story is a harem at its core considering the main theme of harems, which is feelings of love. You can split girls in this series into three categories.
But, before I dive into them, here's a tl;dr: No, the women that will end up romantically involved with the MC won't be doing any sex-related things. The MC might have some casual, mutual fun with some different characters but they aren't meant to be his "lovers". More details below.
First, the MC lovers - along the way of the story some characters will develop or announce their feelings towards the MC and may end up in a romantic relationship with him. Even if they somehow help with the brothel, it would most likely not be connected with any sex-related thing. They can be totally not linked with the establishment, like say for example travelling adventurers. Purely hypothetically, one of them could end up with the MC and not join the brothel.
Second, women who will have literally nothing to do with sex - be it servants, cooks, maids, guards or any other positions that are required in a working environment. They might be characters somehow saved by the MC and ending up helping him with the establishment, without any sexual services, and also they do not have to end up having sex with him either.
Third, girls that the MC will either employ as prostitutes or they agree to work as ones after being saved by him and maybe offered shelter or something. The latter part will most likely undergo "training" with the MC teaching them what he knows about lewd things. Saying that, prostitution will not be described. Only acts containing MC and potential girls. Also, the story unrolls slowly, so while at the start most of the girls might be slaves, it won't stay like that for long.
I tried speaking theoretically as much as possible to avoid spoilers. One more thing, the brothel won't be some kind of lousy establishment, it kinda is a spoiler, but it will be a high-end one with access granted only after MC makes sure the clients won't be bad.
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