He was crudely bragging about having had sex with some girl at the bar last night.

had sex with 是一个固定短语，由动词 have（有）的过去分词 had 加上名词 sex（性）和介词 with（和）组成，字面意思是"和...发生性关系"，在口语中常用来委婉表达"发生性行为"的意思。