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 Kliva or a sexless being.
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 (VubhukshA), thirst (pipAsA), desire for sleep (SushupsA) 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.