I would avoid saunas until you are completely healed. This may take about 3-4 weeks. I would not go in too soon.
Once you are fully healed, there should be no reason you cannot get into a sauna or continue with any of the activities you are used to. I allow my patients to get in a sauna, pool, bath, ocean when I am comfortable the incision is fully healed. Your surgeon will let you know when you are able to do these things but if you heal perfectly it could be as soon as a few weeks after surgery.