Everyone has sexual feelings. Sex is a good thing, and God created us to desire it. Feelings in of themselves are not bad or good. It is what we do with them that either becomes something good or something bad. For example, anger is not in and of itself bad, but if we don't take control of it then it can become physically and verbally harmful to others and ourselves. However, if we control our anger, we can use it to fuel us to take positive action against something unjust or evil.
Likewise with sexual feelings. In and of themselves sexual feelings are not bad or good. If you don't take control of them they can harm you and others: STDs, out-of-wedlock pregnancy, emotional and psychological pain, loss of self-respect, low self-esteem, bad reptuattion and possible loss of dreams and goals, etc. However, when you control them it will help you to more deeply bond with your spouse and help you two to create and raise a new life in a stable loving home.
By saying not to sex before marriage, we are growing in self-control, which help us now and in the future as well. When we are tempted to want sex, we can pray for the grace to live chastity. Taking things out of your life, like pornography, that encourages negative sexual feelings are important too.