Can anal sex be pleasurable for women?

Yes, to some extent: It is not normal in my mind, though often practised. O.K. If it is a necessity because of vaginal problems.

Preference: As with all forms of sex it comes down to preference. Some women find anal sex pleasurable, some find it uncomfortable, same for men. Not all women like vaginal or oral sex and not all men do either. The only thing to do is to have an open, honest conversation with your partner and do what makes you both feel the most pleasure.