"And then they had sex" is a phrase uttered by many a Wincest or Dean/Castiel fan at the end of a Supernatural episode. It often results in particular sub-genre of fanfic commonly referred to as episode codas - that is stories which take place immediately following the events shown in an episode.
Many episodes of Supernatural end with Sam and Dean struggling to deal with conflict, or a traumatic event. The Show often leaves such moments unresolved and so fanfic steps in to provide the resolution or comfort fans want. Unsurprisingly this often takes the form of sex. One of the reasons Wincest, and Slash more broadly, exists, is that writers feel it often fits with male characters who are more likely to express themselves physically, rather than talking about their feelings.
See also: Magical Healing Cock