Here’s [a clip of an interview](https://www.youtube.com/watch?v=3TMcUHo5zZQ) with Conan where she discusses the scene.
At 1:34 she says, “And then I went, and then I … touched myself.”
At 2:05 he talks over her while she seems to say, “And, um, I did that.”
So, it looks like she’s touching herself in the clip. And she said in that interview that she touched herself. So, it seems she really did touch herself.
Also interesting from the interview is that she had not planned ahead of time for “extra mile” stuff. Seems like a hell of a thing to just do without having discussed ahead of time.