No, some women just don't feel them. I've know women aged 60 who never felt an orgasm. I was once the closest male equivalent, I could orgasm only from intercourse. but not from any other source, such as manual, oral, masturbation, etc.
I don't think there's anything wrong with you. Ask your partner to work with you, no penetrative sex, he needs to spend an hour or more just making you feel good. Again, no pressure to orgasm, just enjoy the nice sensations. The breakthrough moment for me was simulated sex, there was no penetration but my partner and I were in positions, and she stimulated me in such a way it was a very good simulation of intercourse. Since that time I've functioned at a much more normal level.
Hopefully your partner is understanding and willing to help you through this hurdle.