problem with infinite loop

The scanf interface is smart up to a point.

If you notice you will see that the execution does not leave scanf until you enter a line break. Well, scanf usually delete this line break on numerous occasions without you being aware of it, as for example in your code:

printf("Ingrese sexo (F/M)(0 si no hay nadie): ");
scanf("%c", &sexo);
printf("\nIngrese edad (0 si no hay nadie): ");
scanf("%d", &edad); // <<---

The second scanf is eliminating the line break that the user has stored in the input buffer when entering the sex and you have not had to do anything specific for this to happen.

However, entering the age in the input buffer leaves another line break and here already if the problems start. scanf will not delete the line break when asked to read a character.

However, we can ignore this line break by adding a space before %c :

scanf(" %c",&sexo);

Another option is to discard the line break after reading the age:

scanf("%d", &edad);
getchar(); // Descartamos el salto de línea

printf("Ingrese sexo (F/M)(0 si no hay nadie): ");
scanf("%c", &sexo);
printf("\nIngrese edad (0 si no hay nadie): ");
scanf("%d", &edad);

When you do the above, when the call is for the first time the scanf this wait has to be typed something and doing so is a line break that is stored in a buffer. to justify it you just have to clean it with fflush(stdin); your code would be:

#include <stdio.h>
#include <stdlib.h>

int main()
{
  int edad, nvar=0, ndam=0, nv1830=0, nd2225=0;
  char sexo;

  do
  {
    fflush(stdin);
    printf("Ingrese sexo (F/M)(0 si no hay nadie): ");
    scanf("%c", &sexo);
    printf("\nIngrese edad (0 si no hay nadie): ");
    scanf("%d", &edad);
    if(sexo=='f' || sexo=='F')
    {
      ndam++;
      if(edad>=22 && edad<=25)
      {
        nd2225++;
      }
    }
    else if(sexo=='m' || sexo=='M')
    {
      nvar++;
      if(edad>= 18 && edad<=30)
      {
        nv1830++;
      }
    }
    else if(sexo=='n' || sexo=='N')
    {
      printf("Asistieron %d damas a la fiesta.\n", ndam);
      printf("Damas con edades entre 22 y 25: %d\n", nd2225);
      printf("\nAsistieron %d varones a la fiesta.\n", nvar);
      printf("Varones con edades entre 18 y 30: %d\n", nv1830);
    }
  }
  while(sexo!='n' || sexo!= 'N');
  return 0;
}