The soul does not have a gender like male, female etc. And, sexual needs are based on genders. So, needless to say, that the Soul can't be affected by sexual desires.
Here's a verse from the Upanishads:
Naiva stri Na PumAnesha Na ChaivAyam Napumsakaha |
Meaning
[The Soul or Brahman or the Self] is neither female, nor male not even a Kilva or a sexless person.
ShwetAshataropanishad 5-10
Sexual desires, hunger, thirst etc are innate pravrittis of human bodies as acknowledged by Ayurveda in the following verse:
Sharire Na JAyate Nityam VAnchAh NrinAm ChaturvidhA | VubhukshA Cha PipAsA Cha SushupsA Cha RatisprihA ||
Meaning
On a daily basis the following four-fold desires are born in a human body- Hunger, Thirst, desire for sleep and the desire for sex (RatisprihA).
BhAva PrakAsha 1.110
So, the Soul does not need sex, its the body which have such needs. However, i could not find anything directly from the Vedas.