Hello all I am new to this and just arrived in England and want to try it, specifially I am into Asian girls. What is the experience to walk into any Chinese massage shop which secrecty offers sex service? Do people have sex with the girls in the massage rooms or they have seperate rooms for sex? 

It's usually in the massage room. You pay the entry fee and the girl and then she will lead you to a room, usually starting off with the basic or deep tissue massage, slowly getting closer to your discreet body area. Eventually, after 10-15-20 minutes you'll be asked about extra services.  Just don't be pushy and enjoy it. Also do a thorough research beforehand to find a reliable parlour.

Some parlours have rooms in the back equipped for the purpose. As @harrymod said, you don't really think about it, you better find a well reviewed one and just go. 

One tip, don't take your wallet with you, leave it in the car or somewhere, and bring just enough cash for the services. 

Cheers. 

I would agree with both comments above. But would add, 

I recommend a Thai parlour over a Chinese, just my personal experience has always been better in the Thai establishments. 

And from rule of thumb, when selecting your parlour, there are usually little clues as to which provide the extras. Opening times is one. 

Price, usually £40-60 max for an hour. (Midlands rates)

Main one is when googling local parlours is use google street view to check out the establishment from the outside. If the windows and doors are covered in posters and frosted glass to a point where you can't see into the reception. The chances are, they provide extras. If the windows are clear then they won't provide extras.

None of them will advertise their extras so it. Until you are in the room, but as the others say, don't ask for them yourself. 

Strip off completely naked and cover yourself with a towel, that will usually be a sign for them that you will want extras. 

If you leave your underwear on, you may be disappointed that they won't offer anything as that's a sign you just want a regular massage. 

Extras offered are usually £20 for happy ending 

£40 for top off with happy ending 

£60 for naked b2b happy ending 

Some may offer £80-£100 for full service.