Like Della said, many women, herself and myself included, don't always reach climax during sex. I would suggest maybe exploring your own body first. Seeing what 'turns you on', and try reaching climax on your own - be it with your fingers, or vibrator etc. That way if it works, then you'll know for future what works for you and what doesn't. You can't expect someone else to make you climax when you yourself don't know what works for you. It's all about knowing your body and experience. If none of this works, then see a doctor.
I know that I don't always have an orgasm during sex. I'm' more of a clitoral orgasm-er, but as far as never reaching that level ever, I am lost. You may need to seek medical help for that.