Most saunas operate in the same way. You enter and there's a window where you pay and get a couple towels and a locker key. There will be a locker room where you change out of your clothes into a towel. There are usually showers and toilets near this in order to freshen up. Then saunas are usually a series of different rooms and spaces that "may" include the following: steam rooms, saunas, hot tubs, pools, gyms, cabins (with doors), open play spaces, glory holes, mazes, dark rooms, sex rooms (with cages, slings, etc.). It just depends, most have websites where you can see what's offered.
Essentially, you walk around wearing your towel and check people out. If people are interested they usually make eye contact or brush against you or actually even talk! You are never under any obligation to anyone, if you aren't interested a no thank you should suffice. If you click with someone, you find a chosen place to do what comes naturally. If you're in a common area, there may be group play. Again, only do what you want and with whom you want. There are always places in the sauna to go for more privacy. They usualy have condoms and lube available in boxes around the sauna, please use them! In term so etiquette, some people are looking for just one encounter while others want it to last the night and will move from guy to guy. You may be playing, then mutually stop with a friendly thanks. Sometimes, the experience can be fantastic, sometimes sleazy, sometimes disappointing or comical. I know a couple who met in a sauna, so a bf is possible....but I wouldn't count on that. There are lots of guys in relationships (straight, gay or otherwise). The primary objective in a sauna is sex. It's not a place to be judgmental.
I would recommend for your first time to just go with the intention of checking it out. Don't put any pressure on yourself. If something happens, great. The vibe of a sauna can also change instantly when new people arrive or leave, so it may seem hopeless and dead and then 15 minutes later be hopping.
They are busier at different times depending on the day of the week and the clients. Some have peaks at lunch, after work, late evenings, etc. Some attract different age groups, social groups, etc.
I hope this helps.