Where are the halachos found in shulchan aruch regarding the practical halachos that a chosson is taught before he gets married: how a chosson and kallah have תשמיש המטה on the first night (and other nights) they are married.
The question Resources for Chosson Classes? addressed most of this previously.
The Shulchan Aruch discusses marital relations in two different places, with variations:
Orach Chaim 240, in the same section of Shulchan Aruch as how to pray, is about "how to be a very holy person" -- and the Steipler expressed grave concern that some of the one-sided focus implied by a literal reading of OC240 can wind up mistreating most wives.
Even HaEzer 25, which appears in the context of marital laws, is about "how to treat your wife" and thus has a lot less of the ascetic language.
There are contemporary opinions that run the gamut from "everything in OC240 is absolute halacha, plus a bunch more things are assur too" to "these reflect a certain set of minhagim that may be recommended in some situations, and occasionally an ascetic philosophy that is not the right one for our time." In short, find a good rabbi and ask them in-person; you may get some misguided ideas just from reading those parts of Shulchan Aruch on your own. One rabbi told me "with some of those parts of Shulchan Aruch, you have to read between the lines."
As for the first time, there are additional laws if the bride is a nida at the wedding (or potentially soon after); this is known as chupas nida; and bleeding from the first time is treated rabbinically as nida; the laws of Chupas Nida and Dam Besulim appear in Yoreh Deah, laws of Nida. Note there are some very common questions on these halachos that remain debated by contemporary poskim; again, find a good rabbi to ask; or at least for starters, search yutorah.org for "dam besulim."