Muslim here

Sharia allows this only if a woman is legally a man’s slave, which can only occur if she is taken in war and allotted to him. A man may take a kafira for his sex slave only when a battle is finished, and plunder is divided: then she is auctioned to the participants of said battle and whoever wins the auction exchanges his portion of the loot for her, and his portion is then divided among the other participants

If a man takes plunder unilaterally then it is not his, it falls under fa’y, which means it is the property of the state and is distributed to the poor, so a slave taken or abducted by a man outside of fighting in an army on a military campaign, is not permissible for him, he must sell her and donate the money to the poor. That is presuming it is with an enemy country, and for a country to be considered enemy in the first place requires they do not give protection to the Muslim in question. So for example while Muhammad صلى لله عليه وسلم was at war with pagan Mecca, Muslims still living in Mecca did not aid him by killing Meccans because they could only treat them as the enemy once they emigrated and were living in the Muslim community. And once within that community, it still requires a state of war