Some of those things are sinful, and some Christians do them. We're not all-perfect you know. Christians do "backslide". 3nodding We just do our best to avoid those things and pray for those who are struggling with them.
Quotes from the Bible on the issues:
Engage in pre marital sex?
But because of the temptation to sexual immorality, each man should have his own wife and each woman her own husband. (1 Corinthians 7:2 )
Listen to non Christian heavy metal music?
Depends on lyrical content of the song and imagery. Finally, brothers, whatever is true, whatever is honorable, whatever is just, whatever is pure, whatever is lovely, whatever is commendable, if there is any excellence, if there is anything worthy of praise, think about these things. (Philippians 4:8 )
Masturbate?
Or do you not know that your body is a temple of the Holy Spirit within you, whom you have from God? You are not your own, for you were bought with a price. So glorify God in your body. (1 Corinthians 6:19-20)
Play explicitly violent video games?
Well if it glorifies violence, murder, or invokes evil intentions, than it's probably not acceptable.
Do not envy a man of violence and do not choose any of his ways. (Proverbs 3:31).
Swear?
Let no corrupting talk come out of your mouths, but only such as is good for building up, as fits the occasion, that it may give grace to those who hear. (Ephesians 4:29)
Think about sex?
I'm sure everyone does, we're programmed to. But you must have self-control and try to keep your mind on non-sexual thoughts.
Finally, brothers, whatever is true, whatever is honorable, whatever is just, whatever is pure, whatever is lovely, whatever is commendable, if there is any excellence, if there is anything worthy of praise, think about these things. (Philippians 4:8 )
Watch porn?
But I tell you that anyone who looks at a woman lustfully has already committed adultery with her in his heart. (Matthew 5:28 )
For all that is in the world the desires of the flesh and the desires of the eyes and pride of life is not from the Father but is from the world. (1 John 2:16 )
Do not desire her beauty in your heart, and do not let her capture you with her eyelashes; for the price of a prostitute is only a loaf of bread, but a married woman hunts down a precious life. (Proverbs 6:25–28 )
Therefore say to the house of Israel, Thus says the Lord God: Will you defile yourselves after the manner of your fathers and go whoring after their detestable things? (Ezekiel 20:30 )
But each one is tempted when he is carried away and enticed by his own lust. Then when lust has conceived, it gives birth to sin; and when sin is accomplished, it brings forth death. (James 1:14-15 )
But I say, walk by the Spirit, and you will not carry out the desire of the flesh. (Galatians 5:16 )