Can you explain if it's safe to have sex in late stage of pragnancy?

Sure: Avoid intercourse if you suspect your membranes are leaking or ruptured or you are bleeding. Otherwise, pick positions that allow you to be "comfortable and in control".

In general, yes: If the pregnancy is normal and there is no bleeding, intercourse is usually safe in all stages of pregnancy including the last few weeks. There are some situations where an Ob might restrict intercourse but this is for unusual situations. Best wishes!