In act I, scene 1 there is a theme going on with sexual innuendo? How does that theme compare with tragedy in the prologue?
The sexual innuendo is to act as a contrast to the "true love" that Romeo and Juliet profess to feel. Mercutio (Romeo's foil) makes sexual puns throughout his scenes which make Romeo's proclamations of love seem all the more authentic (although he is really on the rebound). The same goes for Juliet's Nurse. She is a dramatic foil that allows the audience to see Juliet as an innocent young girl, inexperienced in the areas of sex. The prologue foreshadows the deaths of these "star crossed lovers", so the sexual puns act as comic relief to contrast the tragedy of the play.
An interesting question. The first way it relates is that it seems to mislead. Romeo pines for Rosaline, and so one might think that she's the love object, or that she's somehow tied in with the star-crossed concept.
After that, it sets up a different feeling, one of pleasure and positive anticipation. This allows viewers to forget about the upcoming tragedy for a while, and this makes it more powerful when it comes back.
A lesser point is that it establishes just how sexual a world this is; everything is sex, even before Juliet is on stage.