It's *extremely* unlikely she'll be pregnant.
To get pregnant, his sperm would have to get into her vagina. It is possible for sperm to enter her vagina even if she hasn't ever had vaginal sex (she likely already has an opening in her hymen). However, the risk of pregnancy from anal sex is incredibly small--it requires semen getting from around her butt into her vagina, and this is very unlikely.
If he didn't come, the chances are even more remote: the only way she could be pregnant is from his pre-come. Pre-come is not semen and does not typically contain sperm. However, it can contain some sperm if he came earlier in the day, as there could be stray sperm in his urethra (if he peed, that would flush out or kill those sperm). Even if there were stray sperm, there would be far fewer than in semen, so her chance of pregnancy is very small.
However, while it's incredibly unlikely she's pregnant, if she is pregnant, she could give birth even if she's never had vaginal sex. There are cases of this in the medical history.
Good luck to you and her!
San Francisco Sex Information (www.sfsi.org) provides free, confidential, accurate, non-judgmental information about sex and reproductive health by phone (415-989-SFSI) and e-mail (firstname.lastname@example.org). If you have a question about sex, we'll either answer it or refer you to someone who can.