What should I do if a girl just wants me to have sex with her and does not want to make it a exclusive relationship?

That depends: what do you want and what are you afraid of?

See how that simplifies things?

If you want a monogamous, partnered relationship, then having sex with this woman will ultimately make you unhappy.

If you want a non-monogamous partnership, then having sex with this woman should not be problematic.

If you have a fear of abandonment, her non-monogamy is not the issue.

If you have low self esteem and feel like you’re competing with her other partners, you need to raise your self esteem apart from your relationship with her and them.

The kind of partner you’re going to be and the kind of relationships you desire all begin with you. Start your work there, be honest with yourself and others, and wish her the best if it doesn’t work out between you two.