How deep does a penis needs to penetrate to become pregnant?

None at all. While pregnancy without intravaginal ejaculation is unusual, it certainly is not unheard of for pregnancy to occur when sexual activity involves any ejaculation, and semen comes in contact with the perineum and vagina. People who rely on minimizing penile depth of penetration as a method of birth control are known as parents.
Not very. . Millions of sperm are in a male ejaculation and they can swim! right upstream through the vaginal and cervical mucus to miraculously find an egg to fertilize. It's incredible how they know where to go and how to get there!
How to get pregnant? It is not about depth, it is about depositing semen inside of the vagina. The sperm have a canny nack for finding their way to the egg.