Where in the Bible does it say that sex within marriage is a gift from God?

It doesn’t say so directly. However, the Bible does say that a man who has found a wife obtains favour from the Lord (Proverbs 18:22) and it also encourages satisfying sexual activity within marriage (Proverbs 5:18-19; Hebrews 13:4) and the producing of children (Malachi 2:15; Psalm 127:3-5). Paul advises against depriving your spouse of sexual activity in 1 Corinthians 7:3-5.