I can't cum from penetration!!

So ok I have never came from sex with another person, I can from masturbating with a vibrator on my clit even rubbing my clit during sex doesn't get it. I want to so bad and I had sex with my bf for the first time a day ago and asked me if I came and I said I did but I didn't. I mean I was close I think, I mean the sex was great and felt really really good. I don't know what to do can I train myself? He's the first guy who really cares if I cum or not and I want to for him.