There can be sperm in pre-ejaculation fluids. So even if he doesn't ejaculate there is still a possibility of pregnancy. Pulling out isn't 100% effective, nothing is. So condoms and birth control need to be in your future.
Second- it usually takes a while for "early pregnancy" symptoms to come up. However these symptoms are very vague and can be caused by anything from stress to medication to thyroid disorders. Don't freak out based on symptoms alone. In 2-3 weeks after this occurred you can take a home pregnancy test. (Any earlier and it won't be accurate.) Make sure you take it with the first morning urine, which is the most concentrated and therefore most accurate.
Now if you started feeling burning immediately afterwords- likely there wasn't enough lubrication. If you aren't wet enough or you don't use enough lubricants it's like getting a rug burn inside your vagina. Unpleasant, painful- but not dangerous. Make sure you take extra precautions next time. Condoms usually help adding lubrication but you might want to add an extra water based lubricant. (Remember never to use oil-based for condoms because it can damage the latex.) 2-3 days after dry sex these symptoms usually disappear.
Now if it's been a couple days you need to rule out UTI and STD's. Key symptoms (besides the itching and pain you're feeling) are also discharge, odor, and urniation differences. So if you have a lot of abnormal discharge or a funky odor you might have an infection. These are pretty common but you will have to see a dr to make sure it's not a STD or bacterial infection.
It astrixed the word you used so I'm assuming you meant he ejaculated. If he ejaculated right as he pulled out there's a chance he could have pre-ejaculated inside of you, but just a chance. Get a pregancy test if you're worried. If you experience burning with peeing and swollen vaginal walls, you should go see your doctor. It could just be a UTI that's causing the painful urination, but it's best to rule STIs out.