Set aside some time for the sauna - 30 mins at least ot have ample time to relax
Take a shower and enter the sauna, placing a small towel on the bench before sitting on it. Stay for a few minutes to let the heat permeate your body and open the pores of the skin.
Then step out to cool down, maybe take another shower - cooler this time - to get thoroughly clean.
You may go back to the heat a few times, taking your time to relax and enjoy the warmth.
Finally shower and allow yourself to cool and dry properly before clothing yourself.