A few good indicators of female orgasm are: her vaginal walls will contract and tighten, her breathing will often become shallow or may quicken, and her body will usually become more tense/rigid while she climaxes. You could always be straight forward and ask her if she was able to achieve an orgasm, or not.
All those things happened but she says she hasn't orgasmed and I feel so useless
There are a few things you could try to do to improve your sex life. First, you could ask her, what she finds pleasurable? In other words, both of you should have an honest conversation about what you like and what you don't like in regard to sexual performance ~ communication is very important. If she has never experienced an orgasm before with a partner, but has had an orgasm by masturbation, she may need to show you what she prefers, by guiding your hand to her pleasure zones during sexual intimacy/intercourse. Try different positions and sexual techniques; you can research these online together to see what sounds appealing and fun for both of you.
I hope this has helped :)