Is it harmful to have sex if I have a vaginal infection?

That depends on the cause of your vaginal infection. Medically speaking, it's OK to have sex when you have a vaginal infection (vaginitis) if the cause isn't sexually transmitted. But what it really comes down to is a matter of your comfort — intercourse might be quite uncomfortable or even painful if you have an active vaginal infection. 
The most common causes of vaginal infection are: 

• Yeast infection (candidiasis)
• Bacterial vaginosis
• Trichomoniasis

Yeast infections and bacterial vaginosis aren't sexually transmitted. Avoiding intercourse won't help your infection clear any sooner. However, trichomoniasis is usually sexually transmitted. In that case, it's a good idea to avoid intercourse until you and your partner have completed treatment and your symptoms have cleared to minimize your risk of reinfection.