Can a women get pregnant from sperm outside the vagina? Can the sperm swim its way inside and impregnates her? What about sperm deposited in the anus

Unlikely. Sperm need to have a moist environment to help them survive and to help transport them into the cervix and into the uterus. It's highly unlikely that a sperm would be able to get there from outside the vagina and would never be able to via anal sex. Regardless, please consider getting birth control in order to prevent the risk of unplanned pregnancy.
Anus, no Vagina, yes. Sperm in the rectum will not impregnate unless it leaks outside and comes in contact with the vaginal fluids. Therefore, if semen is deposited at the vaginal entrance(outside), yes, the sperm can "dive in " and swim for Nirvana.