What you are describing is pretty normal. You likely masturbate by rubbing your clitoris? Due to the mechanics of sex and your anatomies, your clitoris does not get stimulated enough for you to orgasm, or you stop too soon.
You (or him) need to rub your clitoris during intercourse. You can also grind back against him. Tilt your pelvis and grind and rub, rather than the normal in/out or up/down motion.
If you have not done so yet, tell your partner that you want to work on this with his help. Show him how you masturbate so that he can learn how and where, how fast and how hard you like to be touched.
It is also fine to sometimes orgasm from fingering or oral sex. As long as you orgasm when you want to, and he gives you the help you want.
Your vagina is not your sex organ, just like his scrotum is not his sex organ. Your vagina is a birth canal, an outlet for mucus discharge and menstrual debris, and a safe place for him to deposit his sperm to make you pregnant. Your clitoris is your sex organ, just like his penis is his sex organ. Your clitoris are just way more sensitive with over 8000 nerve endings in that little pencil eraser sized glans. To protect you from massive trauma during child birth, your vagina is largely devoid of nerve endings.
Women will normally mature and develop the ability to stimulate the inner parts of the clitoral complex (it is way way way bigger than you think) through the vagina. This often only happens in their late 20's, sometimes earlier, sometimes never.