It happens anytime. You can get pregnant at any time during your cycle. The chance is less right before/during/after period, but still happens. Best chance is around time of ovulation--often midcycle for most women. Many women have some light period/bleeding during the first month or two after becoming pregnant. It is very easy and fast to do a home pregnancy test--which is highly accurate. So, check a hpt. Good luck.
How? It is hard to have a relation...There is no egg to be fertilized so no preganancy.