I'm going to use EXO-M as examples. (I'm an Exotic <3  AWUU!!! ;)   )

First of all, let me go over the sibling thingy 

哥哥       means older brother (oppa/hyung)      pronounced as GE GE with a flat tone kinda like singing :P  (in Chinese, the first tone)

姐姐       means older sister (unnie/noona)      pronounced as JIE JIE like saying Ji EH    Ji EH   but connected (in Chinese, third tone)

*弟弟       means younger brother (dongsaeng)    pronouced as DI di like saying  d E    d E (in Chinese, fourth tone)

*妹妹      means younger sister (dongsaeng)         pronunced as MEI mei  with a sharp tone like saying MEH EHH     MEH EHH  (in Chinese, fourth tone)

*NOTE: usually the second word is softer. For example: DI di

Chinese people usually use sibling names ^^ when they refer to their actual sibling. You can use them with a close cousin but usually you would add the name before it. For example, Luhan is my cousin or close cousin. I would call him "Luhan 哥哥" However, children would use 哥哥  or 姐姐  to someone older than them (For ex: a toddler with a teen) and don't have to be siblings. So Fanfic writers, PLEASE stop making the OC girl call her boyfriend 哥哥, it means that they are actual siblings and DO NOT have a boyfriend/girlfriend relationship.

Some fanfic writers would make Luhan call Kris "哥哥" (older brother or hyung) But usually only children or girls use "哥哥". Guys usually use "哥" (a single GE) or  "大哥" (DAH GE). This rule only applies to 哥哥 and 姐姐  but NOT 弟弟 and 妹妹.

So, if you ever get to meet EXO-M (I would envy you :P ) DO NOT call them using sibling names unless your a child :P because it shows that you aren't that good in Chinese and you want EXO to be impressed right? :)

Please ask any questions! :)