Trouble in bed

I haven’t had an orgasm at all. I’ve been with one partner and we’ve been together for 2 years. I’m about to turn 18. I know I should experiment but I don’t know where to start. I’ve never masturbated. I’ve tried but I wasn’t wet. I have no idea what to do. My boyfriend is so kind and gentle and loving. He makes me feel good but not good enough to orgasm and he starting to feel insecure. But I’ve explained it’s not him. Please help. He always finishes. I just have no idea where to start when it comes to masterbation and to find what makes me orgasm. Any advice?