How and when women have orgasms varies a ton from woman to woman.
To be frank the fact that she doesn't come from oral sex means that at least for now you have a woman that doesn't orgasm easily, so I wouldn't feel bad at all that she doesn't come during intercourse.
However, pretty much any woman's ability to orgasm can definetly be improved. Here's what you can do to work on it.
Most importantly, don't make this a big issue with her, that definitely won't help, being relaxed and not under pressure is crucial to a woman being able to orgasm.
You need to focus first on getting her to come from clitoral stimulation. Talk to her during a relaxed intimate moment and have her show you how she likes her clitoris to be stimulated. This varies a lot from some women that like a very gentle touch to women that need their clitoris rubbed pretty much as hard as you can to orgasm.
Once you have learned how she likes her clitoris stimulated, while doing that focus on some verbal stimulation for her. Generally women will get excited hearing how attractive you find them, how hot they are, how nice their breasts/ass/whatever are, how you have to jerk off when they're not around, etc., play with this and find the kind of words she likes to hear.
At the same time, search for the areas of her body that she also likes stimulated while you are working on her clitoris, for some women this can be her neck, her ears or her nipples, play with this to find the hot spots.
Regarding oral sex, most women like to be penetrated with fingers while you are licking their clitoris, and you should also be stimulating her G spot with those fingers. Take two fingers and insert them, and search for her G spot. This is a slightly spongy area about 1-1/2" in on the top of the vagina, massage this with the tips of your fingers in a "come here" motion.
Some women initially will not have much sensitivity on their G spot, but with my ex-wife I found that they can develop this sensitivity over time. We went from just massaging it for the hell of it, and then to "that feels good" and finally up to the point where she would squirt heavily and orgasm from G spot stimulation (man the first time I got a face full from that was really fun).
Some women enjoy anal stimulation with a finger tip during oral sex, so experiment with this if you haven't already. Start very gently and see how she reacts.
Some women will get very excited from full hand stimulation in their vagina during oral sex, to play with this keep adding fingers until you get up to 4 if she keeps enjoying it, and put pressure on to insert the fingers as you work over her clitoris with your tongue. If she likes it she'll push her hips towards your hand (man do I love the first time that happens with a woman, you've got a live one and now its on).
To be honest if she doesn't climax from oral sex, at least right now its not going to be easy to get her to climax from penetration, but as I said earlier women can gain this ability over time. Not right away, its not a quick process, but it can happen.
Some men don't like vibrators in the love making process, but I actually like them if it helps the woman get off. I would recommend having her use a vibrator on her clitoris while you fuck her in the doggy position (I like the "pocket rocket" model vibrator for this because its not too big and clumsy and its easy for them to hold). I'd be surprised if she didn't orgasm with this setup, and it may over time help her to orgasm from penetration alone.
However you need to be realistic, the fact is that many women never orgasm from vaginal penetration alone, and you might have to accept that with this woman.
I had a girlfriend that could only orgasm from clitoral stimulation. I would just make sure she came from either my fingers or my tongue on her clit before we went to full fucking. She liked the fucking part too, it felt good for her while we did it, we just didn't stress about her not coming from that and it was good for both of us.
Good luck-
CalBoy