As a general rule, if a particular practice was present in a culture but considered sinful, there were commandments against it. This is the basis of a principle in historical cultural studies that if there is a law against a particular practice in the written or oral codes of a culture, then that practice did exist in the culture.
Based on the absence of any clear reference to group sex in the Bible, including the absence of any prohibition against it, it is most likely that group sex was not practiced in the Hebrew culture of the Old Testament in which polygamy was prominent.
Alternatively, it could have been practiced but not considered a sin. However, the text of the Bible generally supports the idea that men with multiple wives slept with only one of them at a time, and that this was the practice of that culture.
Here are two examples:
Leah and Rachel
The biblical patriarch Jacob had two wives: Leah and Rachel. Rachel was his preferred wife, but for many years she bore Jacob no children, while Leah did bear children for him. The story of the births of eleven of Jacob's twelve sons is told in Genesis 29:31–30:24. Within that story there is a portion that suggests that Jacob was at the time sleeping exclusively with Rachel—and that whom he slept with was an either/or proposition:
During wheat harvest, Reuben went out into the fields and found some mandrake plants, which he brought to his mother Leah. Rachel said to Leah, "Please give me some of your son's mandrakes."
But she said to her, "Wasn't it enough that you took away my husband? Will you take my son's mandrakes too?"
"Very well," Rachel said, "he can sleep with you tonight in return for your son's mandrakes."
So when Jacob came in from the fields that evening, Leah went out to meet him. "You must sleep with me," she said. "I have hired you with my son's mandrakes." So he slept with her that night.
God listened to Leah, and she became pregnant and bore Jacob a fifth son. (Genesis 30:14–17)
In this story, clearly Jacob is sleeping with only one of his two wives at a time.
Lot's daughters
The story of Lot and his daughters involves incest rather than polygamy. However, it does provide another illustration of two women sleeping with the same man, but not on the same night:
Lot and his two daughters left Zoar and settled in the mountains, for he was afraid to stay in Zoar. He and his two daughters lived in a cave. One day the older daughter said to the younger, "Our father is old, and there is no man around here to give us children—as is the custom all over the earth. Let's get our father to drink wine and then sleep with him and preserve our family line through our father."
That night they got their father to drink wine, and the older daughter went in and slept with him. He was not aware of it when she lay down or when she got up.
The next day the older daughter said to the younger, "Last night I slept with my father. Let's get him to drink wine again tonight, and you go in and sleep with him so we can preserve our family line through our father." So they got their father to drink wine that night also, and the younger daughter went in and slept with him. Again he was not aware of it when she lay down or when she got up.
So both of Lot's daughters became pregnant by their father. The older daughter had a son, and she named him Moab; he is the father of the Moabites of today. The younger daughter also had a son, and she named him Ben-Ammi; he is the father of the Ammonites of today. (Genesis 19:30–38)
In this story the possibility of both of Lot's daughters sleeping with him on the same night is not raised. Instead they arrange to sleep with him on separate nights.
Conclusion
Based on biblical stories such as these, which involve men sleeping with multiple women, but not at the same time, and based on the absence of any specific prohibition against group sex in the Bible, it is most likely that group sex was not practiced in the polygamous Hebrew culture of Old Testament times, and that this absence of group sex in that culture continued into New Testament times as well.