Hotels tend to be more flexible than the typical "no textiles" policy you might find in a dedicated sauna facility. If they have a strict prohibition on wearing a swimsuit, they will post it. However do not be shocked at the nudity of other guests, nudity is the norm for these facilities, even with mixed sexes. Even if it is a textile free facility, it is acceptable to keep the towel wrapped around you, even in the sauna, and robes elsewhere in the facility. Likely your hotel will provide both robes and towels. You might want to pack a pair of water shoes or waterproof sandals.
In any of the three facilities, be conscious of the door, if you enter or leave, make sure you completely shut it. It varies with the group, but generally saunas are quiet time, not for talking to others, unless you are the only ones in there.
Sauna: The basic rule is no skin contact with the wood, so a towel should be between you and the wood, if sitting on one of the higher tiers, this includes your feet. The infrared cabin is treated the same as a sauna.
Steam Room: Generally you leave the towel and your glasses outside on the provided hooks and shelves. Again, if you choose, you can wrap in a towel, but it will get wet. You can sit directly on the tiled benches, but there should be short hoses in several places, these are for rinsing off the area where you sat, or if you prefer, before you sit as well.
If they do not have saunas of dedicated temperatures, before you adjust the heat, or press a button for more steam, it is polite to ask others if it is OK.