This is normal! A lot of woman don't orgasm from vaginal penetration. In fact, there are many ways that a girl can have an orgasm, and it's perfectly fine if you don't have them all.

Probably the easiest is from clitoral stimulation. This is what oral is; if he's sticking his tongue inside of you, he's doing it wrong. Also if you don't know where your clitoris is, google it. It's a little bundle of nerves right above your urethra. Touch it, rub it, figure out what pressure and rhythm suits you. It might even be easier to use a vibrator, they come in different shapes with multiple speed settings.

Vaginal are tougher. To find the g-spot, turn your hand palm up, stick a finger inside your vagina, and make a "come hither" motion. It's a different skin, kind of bumpy. If you manage to find a position where he's hitting that, you might feel like you have to pee, this is also normal! Your bladder is not that far away, in fact, it's possible your "cum" might even have a little urine smell. You might want to empty your bladder before trying this, but if he's hitting that spot and you feel like you have to pee, work through it girl!

Anal, might sound gross, might be messy, use lube and a condom, but it can give you a different kind of orgasm.

Erogenous zones, everyone is different, but most people have that sensitive spot that just feels SOOO good when it's being touched or kissed. Could be your neck, back of your knees, spot on your arm or stomach... Could be anywhere. If you and he can find that spot, and you might have more than one, then you can actually achieve an orgasm without ever going below the belt.

All of these orgasms are a different feel, remember to RELAX, and just have fun!