Shower, undress, open door, go through door, close door, sit still for a couple of minutes on your towel (depending of your stamina and the temperature of the sauna - yes, there are different temperatures ranging from 60°C/140F to 100°C/212F, with different levels of humidity and aromas), open door, go through door, close door, get a cold shower, wait for a couple of minutes. Repeat that a couple of times until you're totally relaxed.
That's the german way - in Finland the "sit still for a couple of minutes on your towel" is replaced by "drink beer, socialize and douse the hot stones with water every so often".
In Germany the patrons don't douse the hot stones, that's made by staff instead, of course following a strict schedule, we're in Germany afterall.