Is it possible to get pregnant if his penis does not enter my vagina?

Yes. The only requirement to achieve pregnancy is for sperm to reach the ovulated egg. Genital contact can still lead to pregnancy even in the absence of penetration if ejaculation occurs near the vaginal opening.
Not likely. Without deposition of sperm in the (upper) vagina the odds of pregnancy are significantly diminished. Therefore if a penis never enters the vagina this would not occur. If enough semen were placed into the vagina in some other way it is theoretically possible to become pregnant.