Heather Corinna replies:
Without more information than that, it's hard for me to know what's been part of your sexual activity. For instance, if by sexually active, you just mean with partners -- for any activity -- then I'd suggest going back to your own drawing board, with your own two hands, and finding out about what you like most and least, and what is most likely to get you there with masturbation.
Often, masturbation is the best place to start -- and continue! -- when it comes to exploring sex and our own pleasure, because when we don't have to account for a partner, we're free to explore a lot more, and on our own schedule. So, find out some of the things you like -- how and where you like to be touched, what turns you on most, what kinds of touch, pressure and speed to your genitals and other areas do the trick for you -- by yourself, and then you can come to partnered sex with some personal preferences you can communicate to your partner to best help him or her find out what works for you, too.
As well, if by "sexually active" you mean heterosexual/vaginal intercourse, and that alone? Well, that all by itself doesn't ring the bell for a majority of women. Intercourse can be satisfying on a lot of levels for a lot of people, but usually, if it's not paired with other sexual activities (before, during and/or after), like clitoral stimulation with manual sex, or with oral sex, more whole body contact, role play, making out -- whatever floats your boat -- it's not likely to result in orgasm. Take a lookie here for more words on that issue.
Obviously, too, if your partner isn't getting that he or she needs do more than intercourse with you, then it's important that you clearly communicate that. Partners talking to each other about what is working for them and isn't is really key to everyone involved having sex that's satisfying for both.
Lastly, understand that orgasm is a result not just of certain sexual activities, but of being highly and fully aroused throughout the sex you're having: of the whole process feeling satisfying and great for you. If you're not really turned on before and during any kind of sex, orgasm almost always just isn't going to happen.
All of that, and the links included, should give you a start, and you may find these other pieces helpful as well.
• 10 of the Best Things You Can Do for Your Sexual Self
• Pink Parts: female Sexual Anatomy(including some explanation about the whole of the clitoris you might not have known about)