If your twins are having sex, don't worry about it! I know what your thinking. What!?!?!?! But this is probaly just a stage and they find each other very atractive. If it doesn't stop in a a few months, then I would call a therapist. If you have a video camera I would put it in their room and whenever their not home, look at the tape and see if "anything" happened. You might think it might be an "invasion of privacy", but unless you want grandchildren from both kids together then I would do that.
Are you kidding me....Break this up....they arent small children playing doctor. They need to see someone. As a parent you should have been horrified, there is no way 14 year old opposite sex kids should be sharing a room....you share with your son, and let the girl have her own space.