can't finish?!

Okay, so my boyfriend and I just started having sex. Before intercourse, we had went down on each other, I would give him hand jobs and he would finger me. I have never been touched before him, so I got to learn my body as he did. So far, I have only been able to come from him going down on me, and never from penetration. Even though I've never finished, it still feels really good, I just wish I knew what to do to be able to achieve the big O! We've been doing it for a while now, with still no luck. I was wondering if y'all can help me?