"Some clerics hold that [a Muslim woman who marries a non-Muslim man] is considered a heretic from the very beginning [i.e. from the moment she marries], since the bond of marriage allows her to have sexual relations and intercourse [with her husband], and to take pleasure [in this], and it is inconceivable that she should commit the crime [of having intercourse] without the sanction [of a valid marriage].
He can have sex with non-muslims so long as they are his slaves who were captured in jihad and then taken to Islamic territory before being divided up.
Indeed, that is what sura 8 in the quran is all about.