At some point in dating, you need to have "the talk." Are we exclusive? Seeing other people? It's awkward but necessary.
Don't wait too long. If you've been dating for a few weeks and sleeping together, have the conversation. Assume you're not exclusive unless you've discussed it explicitly.
Be Direct
Say exactly what you want. "I really like you and I'd like to see if this goes somewhere. Are you interested in being exclusive?" Simple and clear.