She is not pregnant. Depo is a reliable form of birth control, as long as she gets the shot every three months. There wasn't even a need for her to take the map. I'm assuming her period was probably just breakthrough bleeding since she had just finished one shot and got another one.
Please please please remember that birth control only protects you from pregnancy. Use condoms to prevent stds.
In addition, you said that you came inside her and are worried that she could be pregnant - well, even if you pulled out before you came, there is a little thing called precum, and it has semen in it, and girls do get pregnant from that. So remember that in the future. But she is on birth control so you don't have to worry about that.

Also some women do stop their periods on depo some do not.. Regardless of whether she has a period or not, as long as she gets her shot every 3 months she is allright!!!

Thank you so much you have helped alot :d kinda embarasing ?'s but you ppl are awesome

Don't be embarassed! We all have questions like this. It's better to be safe than sorry!