In the book they don't have sex though they're about to when the book ends. And she has made it clear its what she wants though granted her attraction to Bond seems to have practically come out of nowhere
(Its a very strange scene as she seems very uncomfortable with the fact of her attraction to Bond)
From Dienkes
It isn't EDIT ( made out in the movie she is a lesbian)I’m assuming the lesbian is ***** Galore? I don’t think her portrayal as a lesbian was actually in the movies.
Yeah but it seemed clear she doesn't care for Bond and is only hoping he'll free her from SilvaHowever, it is revealed quite powerfully and deliberately that Bond does not care about her and was only using her to get to her boss a couple scenes later. And from that you can take the message of the move that the former sex slaves only purpose is to be used and maneuvered about by powerful men. I don’t think that was the message the writers were shooting for. But that’s the story they ended up writing.