I'm a 40-year old woman who was diagnosed 5years ago of having vaginal agenesis. How common is this disorder? I feel completely alone

Uncommon. You have a "mullerian" anomaly, one of the intersex conditions. Make sure your doctor has checked if you have a uterus, cervix and kidneys. You need a reproductive endocrinologist who can a also show you how to dilate/create a vagina. You do have ovaries since these come from a different original tissue. Find a support group, either online or from your doctor. You are not alone.
Common enough. This problem is common enough that there are gyn md's who specialize in surgically 'creating a new vagina' which can be considered in your case. Contact a major university ob-gyn residency program in your state of residence.