Question: Yennefer and Geralt are supposed to have an especially close romantic relationship. Yet I through the Witcher games, Geralt freely sleeps with a number of other female characters.

I cannot recall Yennefer ever discussing how she feels about this during the games. Do we ever get an insight on her opinions about Geralt's promiscuity?

Answer: 
I'll add a few more information from the books: Yennefer asks once Geralt "has he been faithful to her", for which he replies "Yes, I've been always thinking only about you", which seems to satisfy her. She seems to get a bit upset with Triss having a brief affair with Geralt, but she settles the matter after having a "strong talk to" with her friend.

Saying all that Yennefer is not saint herself: in the "A shard of ice" story she and Geralt met her old lover, a mage called Istredd.

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> "My deep friendship with Yennefer," continued Istredd, "started quite some time ago, witcher. It has long been a friendship without obligations, based on long or short, but more orless regular, periods spent with one another. This type of casual relationship is often practiced amongst our profession.
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Geralt and Istredd have at one stage a heated discussion about who is better suited as her partner. The mage points to his wealth and status and says that Geralt is just a "plaything". Annoyed Geralt replies:

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> The witcher thought for a moment and decided to finish it.
>  "Because," he burst out, "Last night she made love with me and not you."
>  Istredd picked up the skull, stroking it. 
>  "A ha," the magician said slowly, "Fine. Well. She made love with me this morning. 
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In other words, it seems that both Geralt and Yennefer are people for whom **casual** sex with other partners is not a barrier for a true romantic relationship.
the couple doesn’t care about the other being sexually intimate with other partners but Geralt was willing to kill Istredd for a while after finding out that he might lose Yen to him.