If you belong to a chastity club, you might have to take a pledge to be chaste until marriage. Chaste can be defined as "pure and virtuous," but basically it means "not having sex."
This word is related to the Latin source of the verb castrate "to remove a man's testicles," so it's definitely related to sex. And chaste is from the same Latin source as the noun caste "a Hindu social class separated from other classes." So the word chaste means no sex, and the word caste means pure and virtuous.