For example an actor does not like to go nude or shoot a sensual scene.But if it is a part of a script, can they choose to not do it? or do they HAVE to shoot because of the contract despite not having personal approval?

The choice is always the actor's.

The actor's contract will spell out what they are willing or unwilling to do. Some refuse different levels of nudity, some other things but they agree to perform what is in the script.

In most cases, the actor is working from a finished script (mostly) and is aware of what is entailed and signs on that basis.

If they are not happy to perform certain actions/scenes that would be brought up as part of their negotiations to sign on for the role.

Now it might be that the script changes but any changes that might impact on the actor within the scope of this question would have to be agreed.

It would be a very foolish director or producer who attempts to coerce an actor into performing a scene the actor violently disagrees with. The downsides are too deep.

If the actor changes their mind after agreeing to perform a scene then that's a contract issue which would have financial and other repercussions but no judge is going to compel an actor to a specific act they have ethical/personal issues with even if they previously agreed to perform it.

Further insight on specific entertainment contract law might be better served on Law.SE.

The SAG-AFTRA union provides specific protections for actors for nudity and sex scenes. What You Should Know About Nudity Riders:

If your performance in a film will include nudity, partial nudity or simulated sex acts, be sure that you or your representatives have negotiated a nudity rider with production. The nudity rider should include a detailed description of the scene(s), the type of nudity or physical contact required, limitations on use of the footage and production stills (if any), and any other conditions that you and a producer have agreed upon. Remember, even if you have signed a nudity rider, you have the right to withdraw consent at any time prior to filming of the scene. As always, contractual minimums may not be waived by a performer.

The union's Basic Agreement (page 110, PDF page 126) discusses the minimum requirements, including early prior notification, a closed set, and written consent describing what will be shot in the form of a nudity rider. That consent can be withdrawn, and the production has the option to choose to use a double for the actor instead: "If a performer has agreed to appear in such scenes and then withdraws his or her consent, Producer shall have the right to double, but consent may not be withdrawn as to film already photographed."

The blog Film Independent answers some more questions about the rules in Everything You Ever Wanted to Know about Nudity Clauses but Were Too Shy to Ask. Well known actors have the bargaining power to negotiate detailed nudity riders with greater protections, but abuses still happen:

Feldman inserts up to 40 extremely specific provisions in a fully negotiated "nudity rider" — the addendum to a performer's contract that spells out the exact requirements and restrictions of any such scenes — everything from fluorescent-colored pasties ("It prevents a shot from accidentally capturing something it shouldn't") to the guarantee of a closed set ("If you have 100 people potentially shooting something with a phone, iPad, whatever, these things become opportunities for something to slip out or be hacked, either maliciously or just through inattention").

Authentic Talent & Literary Management founder and CEO Jon Rubinstein, whose company reps Brie Larson and Vera Farmiga, says abuses continue to be rampant. "Mostly, where you get into trouble is where a producer or director approaches an actress directly on a set and asks for something that wasn't negotiated," says Rubinstein.

"It's, 'Look, the whole crew wants to go home. It's midnight. We're all exhausted. We just have to get this one last shot. The way that we've been doing it isn't working. Can you drop the towel?' Or, 'That shirt doesn't look right, why don't you just lose it?' Then suddenly you're standing there and you've got 20 people waiting for you, and you go, 'Ugh, fine.' That happens all the time."

Such a scenario appears to have played out on Lost for star Evangeline Lilly, who recently said she "had a bad experience on set with being basically cornered into doing a scene partially naked, and I felt I had no choice in the matter. And I was mortified and I was trembling when it finished."

Some producers, notably HBO, have recently started hiring intimacy coordinators so that there is a single person responsible for communication, consent, and collaborating with all parties on intimate scenes. You can read an interview with intimacy coordinator Alicia Rodis on how the job works. The union is working with Rodis to develop new polices, so there are likely to be more protections for all union actors in the future.

Actress Terri Garr related an anecdote about this:

In the original Close Encounters of the Third Kind script, she was supposed to do a topless scene. Richard Dreyfuss was supposed to look at her bare breast while she slept, at see it as the same shape as the tower he was obsessed with.

In the days leading up to shooting that scene, Terri said she was nervous about it. She said that she planned to talk Stephen Spielberg out of it. The fact that she would think she could do that, even though she originally agreed to do it, says that actors don't always expect they'll have to do everything in their contract or in the script.

Terri went on to say that on the morning the scene was supposed to be shot, Spielberg told her that the scene had been rewritten and she wouldn't have to be nude. (IMHO, this could have been a director's trick: he may have known all along that he wouldn't be shooting that scene, but he wanted Terri Garr to think she'd have to be exposed, in order to get a particular performance out of her. In CE3K her character is guarded and superficial and doesn't want to be "exposed" emotionally.)