Yes, women can get pregnant by sex even if the man didn't ejaculate. The penis lets off small amounts of sperm during sex. While it's not a lot, it's enough for pregnancy and that's why you should never engage in unprotected sex unless it's okay if someone winds up pregnant. Is it a huge possibility? Probably not but if timed right and this happens, it only takes one sperm and the egg to make the baby. good luck