Technically, yes, but let me explain. More than likely, no you canot get pregnant if you've never had your period.
When your body gears up during puberty, it first starts thickening the lining of your uterus. Then it releases an egg from your ovaries. The egg travels down the fallopian tubes and
if it gets fertilized by sperm at this stage, then it will implant inside the uterus on the thickening walls, and develop into a zygote then and embryo and fetus and finally be born as a baby.
If the egg is not fertilized, then when it reached the uterus, the uterus contracts slightly (this is the cramping that many women feel during their periods) and sheds the thick lining along with the egg. This is your period.
Theoretically, a girl could have sex or be raped during her first cycle, and become pregnant even though she'd never had a period before. However, this is so unlikely to happen that I wouldn't worry about it.
However, if a girl who has not reached puberty has been involved in sexual activity, I feel she needs to report it to an adult. A girl of that age is too young to be having sex and she could have been physically harmed during the act.