This is highly debatable. A woman of Rose's position would have been frowned upon and all but rejected from polite society if not a virgin until marriage. As women rode sidesaddle and didn't participate in sports that may break the hymen, an intact hymen was still a good indicator of virginity, or lack thereof. However, Cal saying to Rose, "I had hoped you would come to me last night," in a nonchalant way during breakfast (the morning after the steerage party) indicates that they may have been together before. Rose's casual response that 'she was tired' would indicate that she was not shocked by the suggestion and that it had occured before. Though Rose said that the drawing was the most erotic moment in her life until that point, sex in itself is not necessarily erotic.
Additionally, during the argument at breakfast Cal states "You are my wife, in practice if not yet by law" or something to that effect, which may indicate a sexual relationship.
In a deleted scene, Rose's servant, Trudy, comments that "tonight, when [she] climb[s] between the sheets, [she'll] be the first" (because the ship is brand new). Cal, at the door, says that "tonight, [he'll] be the first" when he climbs between the sheets as well, then dismisses Trudy. He then walks up behind Rose and says "The first and the only". It can be assumed that, now that they're on their way to be married, he's decided to take what he feels belongs to him, and that, that night, they did in fact sleep together.
Jack visited brothels. That much is clear. He drew portraits for ten cents a piece for paying customers, but not all his customers were paying, and he did draw prostitutes nude, drawings he kept. Most likely he was not a virgin.
That he asks Rose in the car whether she was nervous, indicates that he knew what was going to happen and wasn't nervous himself, but considered Rose's feelings and her possible virginity. That he was shaking is probably due to the intensity of the act and not necessarily it's being the first time.
To counter the Jack argument, he comes off very boyish and inexperienced. At several points, like when confessing his love for Rose, he is as angsty and non-smooth as humanly possible. He visited brothels because they would pose nude for him. He even makes it clear in one scene that he didn't have a love affair with one, just drew her. And Rose points out that he is "very professional" about it. Also, Rose makes the first move with everything. She asks him to draw her, she kisses him first (except when they kiss each other simultaneously on the bow), she pulls him into the backseat, she sucks on his finger, she puts his hand on her chest, etc. Also, he appears very nervous in the car scene, so I would say that him asking her if she is nervous indicates more that he himself is nervous and is asking her if she feels the same way. She of course is the one who brought him there, so obviously she knows what's going on. And the shaking is unbelievably noobish (for lack of better word), and the "heat of the moment" argument doesn't convince me. And then she rests his head on her shoulder, calmly, while he shakes and pants away. This all seems like she knows whats she's doing, while he is the beginner. After Kyle Reece, blonde boy virgins that die tragically after loosing it can very well be a trend for Cameron.