Well, actually, the single Puritan didn't have sex, or wasn't supposed to have sex, and would be in a world of hurt if he or she was discovered to be having sex while also being single. But the Puritans' view of sex within the context of marriage was surprisingly enlightened.
Read Anne Bradstreet's poems "To My Dear and Loving Husband," and "A Letter to My Husband, Absent upon Public Employment." Notice the physicality of their affection. She isn't just talking about how much she misses Simon, she's talking about how she misses his warmth, his actual body.
Would this have been shocking to a Puritan? Nope. Puritans viewed sex as a gift from God, and everybody could enjoy it all they wanted, in the context of marriage. Think of it this way, it was one fun thing they could do even in the wilderness, (although probably not on the Sabbath).
We need to understand what a radical departure this view of sex was from the tradtional Catholic view that predominated even in non-Catholic parts of Europe. This view held that sex was depraved, evil, and dirty. The only reason to ever have any was to reproduce, and even then, it was better if no one enjoyed it very much. The Puritans, on the other hand, looked at the Bible and found that God is in favor of sex. Since God created it, people should enjoy it, even women.
We are so used to our own culture's weird ways of thinking about sex that we don't understand how amazingly novel this was. Anne and Simon Bradstreet can have a really intimate marriage, and eight kids, and actually enjoy each other without feeling guilty. Not only that, but husbands who refused to perform their "conjugal duty" were apt to find themselves in trouble with the courts. We might expect that women would get punished for this, but it's amazing that men would be taken to task for "depriving their wives," as well.
This might substantially increase the appeal of Puritanism, but it does come with some major caveats. First, sex was for married people of opposite genders, only. Second, masturbation was punishable by death until 1690, and third, people who had sex outside of of marriage could look forward to a lifetime of censure and disapproval. Offspring from illicit unions also bore the brunt of the culture's displeasure.
We should not expect the Puritans to be permissive about sexuality outside of the Biblical mandates; remember how they feel about savages, Anglicans, and people who sell guns to the natives. They're' not known for being a tolerant bunch. Nonetheless, we have to give them their due in moving marital sex out of the "sinful" category. Just don't expect to read anything more graphic than Anne Bradstreet.