Sew and eat :-). Beyond that, it depends on the purpose/planners of the retreat.
I've attended retreats at two different YMCA camp facilities - we stayed in the cabins and sewed in the main lodge/activity center for the facility. I've attended one in a hotel - we rented out a conference room. Another was at an old High School that has been renovated into a conference center - the classrooms were turned into dorm rooms (like 6 to a room?) and the gym was the sewing area.
One of the retreats I attended was a fund-raising activity for a group that supports St. Jude's Childrens' Hospital. They solicited donations from several quilting/sewing organizations (batting, fabric, thread, patterns, gift cards to stores, etc.), grouped the donated items, and held a Chinese auction. Tickets cost $1 each.
Another one I've attended is held at a YMCA camp facility. They usually have an auction (the last few have been silent, but a quilter who was an auctioneer attended in the past and ran the auction). They ask participants to bring item(s) for the auction and all money raised goes to support the facility. Funds have been used to support camp projects in general (like a recent redo of the dining hall) and quilt camp projects in specific (updated/extra lights and power for all of our machines).
Every camp/retreat I've attended has had some sort of show 'n' tell. One does it after dinner on Friday night. Another had an impromptu show 'n' tell in the hotel lobby outside our sewing room. It's always fun to ooh and aah over others' work. We show off what we've worked on during the retreat and/or something we brought from home (maybe a finish of a past retreat project).
Most of the retreats offer one or more projects or classes. At the retreats I've attended, these are always optional. The organizers send us a supplies list of any projects as well as any prep work instructions (cutting, basic piecing instructions to get a jump start, etc). Sometimes a mystery project is offered (d9p, fabric post card, sewing caddy, etc. - something small)
Most also offer some type of game or activity. We've played fabric bingo (at one, we made our boards, at another, the boards were ready for us). Sometimes everyone is asked to piece a specific block (either a block layout and/or a certain color scheme) and for each block you bring, you get a chance in the drawing to win them.
It seems like lately all of the retreats bring in a local person to do massages (extra cost if you want to do so).
Your idea of hosting retreats sounds good in theory, but probably would not be practical. As the hostess you would have too much to take care of behind the scenes in making sure everything was taken care of. Like someone suggested, why don't you attend some first? Then maybe you could start hosting.