Does a girl get pregnant if a boy fingers her into her vagina without the boy doing masturbation?

Unlikely to happen. Unless those fingers are coated with the boys wet sperm, you are not going to get pregnant with this activity.
No, need semen. As long as there is no pre-ejaculate or ejaculate on your hands or in proximity, then pregnancy will not occur.
Risk of pregnancy. Pregnancy rarely develops in any situation other than intercourse with vaginal penetration (with or without ejaculation). There is a very rare theoretical risk of conception if semen is on the finger before entry into the vagina. This is very unlikely.