I think the "figures" (no idea where they do their testing) suggest that only 30-35% of women can reach orgasm through penetration alone.
See mother natures slight design flaw is that most women need clit stimulation to orgasm, and the design of the female anatomy means that during penetration, although it feels good, it is often not giving us enough clit stimulation to enable us to cum. Certain positions can help ensure you are also rubbing against her clit but, quite often it is still not easy if not almost impossible for most women.
If she orgasms at other times, then you can probably get her to reach orgasm during sex. Either you stroking her clit, her playing with herself, vibrators like bullets being used while you have sex. It still might not be easy. For a start women take longer on average to orgasm, so if you think you will probably be finished before she has even got warmed up, maybe warm her up before hand and then move on to the sex.
I am 30, been in 3 long term relationships over the last 15 years. I have only ever orgasmed through penetration once in that whole time, and that was only because I was super horny and we tried a position that made him rub against me. It took a while, it wasnt easy and I would much rather that I orgasmed through oral sex, or my guy stroking me or using toys on me etc. Always been that way with all my exes too and it wasnt considered strange for us to have sex and then him to give me oral to orgasm or the other way round.
I guess if you look at the figures, your issue is actually completely normal. I think most young guys get a lot of sex education from porn these days. It is so readily available and its not something you would really talk about with anyone apart from friends who also only get info from porn but..... when the male porn star enters the female and she starts screaming the place down and orgasming all over his cock within 3 seconds....its fake. seriously, women take time (Average time for a woman to orgasm is about 20 mins, me I take about 30 mins from start to finish) a lot of us have to learn how to orgasm, and then how to orgasm with our partners, we can be really fussy and want certain techniques and speeds in certain areas and if you dont hit the spot exactly we struggle....etc etc etc.
The best thing you can do if you want her to orgasm is to make sure shes relaxed. ask your lady how she likes it, where she likes it, then to practice practice practice, it will take time x If she senses pressure or demands it will have the opposite effect trust me. And if you do practice and it doesnt work that time, ask her what can you do differently or what felt good and what felt not so good, pretty soon you will be an expert :D (for her) hehe good luck, no one said us ladies were easy! :P
Dont be scared to have sex with with her. Just because we dont orgasm through sex, doesnt mean we dont love it. We love to feel that connection and closeness with our partners and it does still feel good!