Sometimes. Generally a pelvic exam is not as sensitive for picking up early pregnancy. There are signs on the cervix relating to increased blood flow that suggest pregnancy but they are often subtle. Pregnancy tests are positive after only 6-7 days from the ovulation (before the next period would even be due) and represent the best early tesing method. Blood tests are positive even sooner.
No. A pelvic exam will not reveal to a doctor if you are in the early stages of pregnancy. However, a vaginal ultrasound is a commonly used technique to visualize early pregnancies. However, by the time a vaginal sono will reveal a fetus (~6wks), there will be changes in the vagina, cervix and uterus which will suggest pregnancy to the examiner.