If I have sex with a woman or have sexual pleasure by any means does Ghusl (bathing) become necessary in order to pray?

All perfect praise be to Allah, The Lord of the Worlds. I testify that there is none worthy of worship except Allah, and that Muhammad is His slave and Messenger.

Performing Ghusl is obligatory on both husband and wife if a husband's penis enters his wife's vagina even if there was no ejaculation. The Prophet said: “When anyone sits between the four parts of her body and exerts himself (has intercourse), Ghusl becomes obligatory (for both).” [Al-Bukhari and Muslim]

Imam Muslim also added to this narration the wording: “... Ghusl becomes obligatory even if one does not have ejaculation.”
If the penis did not enter the vagina but the two sexual parts (penis and vagina) encountered each other, then the Ghusl is not obligatory unless one has ejaculated. If there is ejaculation, then the Ghusl becomes obligatory due to ejaculation and not due to touching each other's private parts.

Whoever has to perform Ghusl due to ejaculation or for having sex, he has to take it before performing the prayer otherwise his prayer would be null and void.

If one is not able to use water due to illness or does not find water to take a bath, he can perform Tayammum; i.e., dry ablution. The perfect way of performing dry ablution is to strike the soil with both hands and then wipe one's face and hands up to the wrist.

For more benefit on Ghusl (ritual bath), please refer to Fataawa 91589, 83895, 89944 and 98794.

Allah knows best.