Actually, The Satanic Bible by Anton Szandor LaVey addresses the question of Satanic Sex. I suggest that you pick up a copy.
The Church of Satan
does not conduct orgies.
However, I'll let you in on a little secret:
You don't need an organization to conduct an orgy. You only need willing participants. If a Satanist had an overwhelming desire to participate in an orgy, he wouldn't need to "sell his soul", he would simply set about gathering those "willing participants". Anyone who can't make something that simple happen on their own probably isn't one of us.
If you want an orgy, drop a few bucks in a major city and visit a sex club.
That's not what the Church of Satan