Birth control might not have worked?

So I just started taking birth control a few months ago in about a week I will be finishing on my sugar pills on my third month. My boyfriend for 5 years had sex with me without using a condom and have finished inside of me. I have been feeling very bloated I gained a couple of pounds since then and have been feeling kinda nauseous. I just wanted to know if it was to soon for him to finish inside me before the pills started working. Please give options!