This varies a lot.
Last weekend, a guy changed from his workout clothes into a towel facing away from me, but then, after the only other guy in that part of the locker room left, walked over to me and asked directly in a whisper: "Wanna play?", and walked into the sauna. I changed to a towel, too, and followed him.
Another time, I was in the process of changing from workout clothes into street clothes, very near the water fountain. A very hot guy came out of the steam room, ostensibly to get a drink, but before and after he did that, rather obviously ran his eyes up and down over me. I got into a towel and joined him in the steam room for a very hot session.
Other times guys in the sauna or steam room have arranged themselves so they're sort of half visible and make a move that could be simply rearranging themselves, or itching themselves, but is actually sending the "available" message. They're looking for you to respond in kind, and then you're off to the races.