If a person wants to do tshuva of the sexual sins committed, besides stopping the sin and asking G'd forgiveness, should the person also ask sorry to each woman that he had an inappropriate relationship?
If you wronged them in a matter between one person and another, then obviously yes. Just as if you'd embezzled funds from someone or broken their heart.
If they were perfectly happy with the act then I don't know what an apology is trying to accomplish. E.g. if I went out with my buddy Ted and we ate cheeseburgers, I need to confess to G-d and repent for it. Now if I talked Ted into eating a cheeseburger when he didn't want to, I should apologize; but if Ted very happily eats cheeseburgers all the time, then what am I supposed to say to Ted? "Ted, you sinned when we ate cheeseburgers?" That's not an apology, that's rebuke. (Which is a different question...)