Quite self explanatory: relations between two or more persons in a sexual manner. This can be homosexual, straight, or simply non-platonical relations (the latter being quite a self looping iteration, but anyway.
Most young people in the world tend to have their first sexual relations at the age of 16, but it differs a lot from culture to culture.

A catch all term for things that aren't exactly having sex, but are sexual in nature. Fellatio, cunnilingus, masturbation, cyber sex, etc are sexual relations.

By this definition Clinton did have sexual relations with that woman. He would have been better off saying "I did not have sex with that woman", which would be technically true if not entirely honest.