Green’s Dictionary of Slang

warm up n.

1. sexual foreplay [warm up v.].

[US]Maledicta IX 150: The original argot of prostitution includes some words and phrases which have gained wider currency and some which have not […] warm up (foreplay or merely pre-sex wash).

2. a wash before intercourse [sporting imagery, i.e. exercising to preparing oneself for the match].

[US]B. Rodgers Queens’ Vernacular 208: warm-up (pros sl) washing a man’s penis before coitus affording detection of any veneral dripping.
see sense 1.