In answer to your ordinal question HornOne.
Lock everything in the locker they allocate you…especially money, phones, watches etc. And use the tab they give you to put they locker key around your wrist.
If you want to buy anything, like drinks or food, they they ask for your key number and you then pay for everything on checkout. You won’t need any money whilst in the sauna.
As well as the key to a numbered locker they will give you a towel which practically everyone wears around the waist. I also make sure I wear sandals when I visit which I can also wear walking around the place.