Recommend you start out however you both are comfortable. For our first visit to a swing club we agreed on just soft swap, no penetration. We had a great time watching, listening, and playing with two couples that night. Two weeks later we returned to the club with the same agreed upon rules. But, we met a very nice, compatible couple, started soft play with them, and after about 45 minutes the guy asked my gal if he could fuck her. She looked at me and raised her eyebrows, passing the question to me. After a thousand thoughts went quickly through my head, I nodded, "Yes," and she grabbed his shoulders, pulling him into her. That was ten years ago. No regrets!