Were the characters Jack McCoy & Claire Kincaid ever sexually involved
w/each other?  If so, what are the details (esp when in the chronology
of the show did it happen)?

The character of Jack McCoy has been involved in the past with 3 of
his assistants. While it was never openly and explicity stated that he
and Claire Kincaid were involved in a relationship, it was implued
throughout various episodes in seasons 5&6 (95-96). The episode in
season 6 "Trophy" mentioned dinner dates and had Claire displaying a
knowledge of McCoy's past relationships. The last episode featuring
Kincaid "Aftershock" depicted the couple driving to work together.

Law and Order episode guides shed little light on this issue but there
is an interesting guide at TV Tome.

http://www.tvtome.com/LawandOrder/

Many Law and Order fans appear to have devoted significant time to
speculating on the true nature of the relationship. One site "The
Raised Eyebrow: A Sam Waterston site" has a subpage that lists by
episode all of the innuendo's related to the McCoy and Kincaid
relationship.

http://www.geocities.com/Broadway/2503/jcepisodes.html

An article at the Pop Matters site also speculates and likens the
teasing nature to Mulder and Scully of the X-Files.
http://www.popmatters.com/tv/reviews/l/law-and-order.html

The search terms used were "law and order" kincaid mccoy

Overall it appears to have been a well developed plot line that has
kept fans of the show guessing almost six years after the Kincaid
character left the show.

I hope this information answers your query.

Thanks,
jama-ga