This is an ability of Tooru's as a Slavemancer.

He's capable of supplying magical energy to his slaves and when he does, a network is created between his slaves, and just like that he's capable to align their senses together.

He uses this particular method on them for the first time in Chapter 11.

Although it isn’t able to share 100 % of their body sensations, it’s at least to the extent that one of them is able to feel the intoxicating feeling of their insides being penetrated, even thought they aren't being touched, just like the slave he's currently doing, and their melting in the pleasure.

It's one of his favorite conditioning techniques, making psychological games with those with high magical resistance, since they are the hardest to get to be honest with themselves, usually.