No brothels in my fantasy story (which from what I've read around here could easily be categorized as YA), but in one scene the protagonist goes to town with a friend and spots some Victorian-era prostitutes hanging about in the Fur Company. She can tell from the way they're dressed and the way they giggle at her what they are, and is of course mortified that the place she knows has changed so much. When she sees them I just say that she can tell what they are; later on in the story she makes use of the word "prostitutes" or "hookers," I can't remember which, maybe both. (She's from the modern day herself.) By extension, I guess this means there could be a brothel somewhere in my story, but it's never referred to.
In a sequel, when she mentions the word "hookers" or "prostitutes" to an eleven-year-old girl who then asks what those are, she says, "Have your parents tell you when you're older." The way the girl reacts--saying, "Oh"--indicates that she at least has a vague understanding of what that means.
That's all there is to that particular matter--the reader is informed that this place does have prostitutes--there's no sex or anything. Based on what I've read around here this is pretty tame for some YA, so just having brothels in a YA story seems okay to me as long as it's not going to get all graphic!
I should note that the mention of my fantasy location having prostitutes is tame itself compared to some of the OTHER stuff in my story!