In Islam, it is haram to have marital intercourse in front of others, unless the onlooker is a child who doesn't understand what it is.
The correct view concerning this matter is that it is haraam to have
intercourse with a woman in view of anyone, unless the onlooker is a
child who does not understand what is happening; in this case it does
not matter. But if the child understands what is happening then
intercourse should not take place where he can see, even if he is a
child, because a child may speak about what he has seen
Excerpt from this fatawa.
Muslim parents are expected to teach their kids not to enter upon them at three times: before the dawn prayer, at noon and after the night prayer.
Sahih International: O you who have believed, let those whom your
right hands possess and those who have not [yet] reached puberty among
you ask permission of you [before entering] at three times: before the
dawn prayer and when you put aside your clothing [for rest] at noon
and after the night prayer. [These are] three times of privacy for
you. There is no blame upon you nor upon them beyond these [periods],
for they continually circulate among you - some of you, among others.
Thus does Allah make clear to you the verses; and Allah is Knowing and
Wise. (Quran 24:58)