They won't alter their growth or cause them to spread any faster but any time the skin is heated it reddens and pores open making the skin redder, legions stand out more pronouncedly and seem to swell larger.
Genital warts live in your body. They don't need additional temperature regulation. Any negative health impacts you'd experience in a sauna would be balanced out by positive ones and neither would be terribly applicable to an infectious disease that has already taken hold in your body. A sauna or steam room will make your Genital warts look worse, just as they will acne or any skin disorder because they cause darkening of your skin and make any irregularity stand out more.