There's nothing mentioned in Shion's reading list about anything that could be gay literature... though if he read Shakespeare, Shakespeare was kinda gay. He has love poems about men and stuff.
I feel like Shion would know all about the mechanics of sex, but he wouldn't actually know how it feels, obviously.
I think that Shion might not necessarily come straight out and ask Nezumi about sex, for several reasons:
1. he got asked by Safu, so he knows how awkward it is if the other person doesn't actually want to do it, so he might be afraid to start that kind of awkwardness with Nezumi
2. just having Nezumi is enough for him, he claims to not need sex (that's probably because he hasn't experienced it)
3. he might feel intimidated (as he does in canon a lot)
4. this one's from my own experience, as someone in Shion's position - he might worry that he had imagined any sexual tension between him and Nezumi, and his inexperience would keep him from understanding that it was real, so he would not want to speak up for fear of being wrong about its very existance; and even if it did exist, he wouldn't want to push Nezumi into doing it with him, given Nezumi's tendency to run away from things that look like commitment
Now, maybe this is just me projecting my experiences onto them too much. Shion is certainly more straightforward than I am, but he isn't as straightforward as Safu, haha. But I often see the headcanon that Shion basically just blurts out something along the lines of "hey Nezumi, let's f*ck!" and although that is certainly an amusing headcanon, I like to consider other options? Also, I think that maybe they wouldn't really need those words to know that it was time? Because Nezumi is experienced enough to read body language, and their relationship is already very physically affectionate, as Ahiku mentioned.
Fun fact about Shion: He's a Virgo. Here's a little quote from the colourscopes website I use: "Virgo: There is a tendency towards worry and yet, in contrast, there is also a sensual surrender and a natural, pleasant earthiness. Sometimes a powerful sex drives comes into conflict with a naturally fastidious nature."
Therefore, he can probably go for mi l e s. And he would be good at it, too. XD