Sex therapist . After your doctor has examined you and found that you are fine physically and chemically(labs). You may want to see a mental health professional who deals with sex. A sex therapist can help you with this. It would be therapy regarding sex and other issues that you then work on with your partner at home! this is not sex in the city!
Very common . You are not alone. Many women have never had an orgasm. Most women have their first orgasm from masturbation. If you don't know how to do that, it is easy to learn. If that does not work then you need a physical exam to make sure you don't have a hooded clitoris. Most women need to fantasize during sex/masturbation to get enough arousal to achieve an orgasm. Ask for help, this can be fixed!