First of all, you would say "This movie has an offensive scene"---if there were only one scene (in the singular) that is offensive to you.
or "This movie has offensive scenes" if plural/more than one such scene.
Also, a scene may be offensive for various reasons: sexual, language, violence, etc etc, or a combination of such reasons, and so in this case, to be clear, you could say "This movie has an offensive scene of a sexual nature" or as Anna said "a sexually explicit scene".
Keep up the good work on your English!!