Sex just helps speed up the process of dilating. It hurt to bad with my first to have sex this close to baby coming...I'm due in 4 weeks as well. But this time around I've been fine. Just keep at it. Like she said the seamen will help.
This is how I went into Labour with my first, we had sex and I woke up later that night around 2, seen I was spotting, went to the hospital around 5:30 in the morning and they told me I was 2-3 cm dilated and had my baby girl 5 hours later.
If he ejaculates inside you then it can soften your cervix and help with dialation I don't know if it can help with birth but definitely for helping you get closer to birth :)