The relationships take a little while to develop. Céline is one of the few love interests with whom you can be in a relationship from the start. Aven and Lilly will develop over the course of the game, with things accelerating from Episode 8 and onwards.
The harem is for a later stage in the game, but it does indeed mean that you can pursue any woman you like without repercussions. A true harem will develop as soon as the various solo relationships with the various women have sufficiently progressed. The same goes for pregnancies. The relationship structure will be similar to what I've done in Sisterly Lust.
There are three group sex scenes (foursomes and above) currently. In episode 2, 5 and episode 8. More will follow and will include the love interests once they're ready. The male crew (Thim or Kit) won't be part of those scenes