Most men have them together, but many do not. For some people, having orgasms comes after age and experience. A lot of people don't have them until they are more comfortable and familiar with their partner and themselves. Some people just don't have them that often. The thing about it is that the more you worry about it the more difficult it will be.
Nothing kills an orgasm faster than stress and anxiety.
She's all tense and worried that she's not doing it right. You are all tense and worried about whether it's going to happen and how she feels. That doesn't sound like a very romantic situation. If you just stop doing it, but don't talk about the reasons why and express how you feel about each other, things are just going to build up and turn ugly. If you want a physical relationship, you should also be exploring the full spectrum of intimacy.