This is actually a super reasonable question, I think, especially since you can't smell things yourself. I promise no one in your house has Geralt-level superhuman noses, though.
There is a scent to sexual fluids, although it isn't always particularly strong. Most likely, if you masturbate while wearing underwear and then wear that underwear around the house with other clothing over top of it, it's not going to be a super strong, obvious smell, but that might depend on things like the heat of the house, whether you're wearing a knee-length skirt vs pants of a thick material, etc. If your underwear feels very damp or you feel very sweaty after masturbating, that's when I'd lean more towards changing it out.
I doubt that anything you've done so far has strongly signaled that you've been masturbating, so I wouldn't worry about that too much; I suspect that if someone noticed a smell it would read more as a general sweat/body odor sort of smell, and certainly that sort of sweat/exertion scent is part of what people talk about when they mention sex having a smell to it.
If you've used the same pillow for a while and haven't been washing it, it might have a smell to it, but if it's just something you're using privately and keeping hidden away it seems less likely that someone would encounter it. If you're able to wash it, though, I'd try to do that when you can! Just like you want to make sure you're washing your underwear, it's good to wash things that sexual fluids or any body fluids are getting on. You may have luck keeping a sheet or towel around that you could wrap around the pillow when using it that would be easier to wash.