First of all, know you're not alone. By some estimates, as many as one in ten of us has never experienced orgasm, and among those of us who have, it happens in only about half of our sexual encounters. I'm not suggesting that makes it okay that you're struggling; knowing the facts, though, can lessen your stress about what's happening—or not happening.
In spite of what you see in the movies, most women—up to 80 percent—cannot have an orgasm with intercourse alone. Most women need direct stimulation of the clitoris, and the mechanics of intercourse just don't provide that. Oral or manual stimulation of the clitoris tends to lead to orgasm, and vibrators give the kind of stimulation needed—as variety or because it's easier. Especially as we grow older, many women need the extra stimulation a vibrator provides.
Vibrators can be for external or internal use. External vibrators (Fin, and Kiri) work extremely well for women who respond to direct clitoral stimulation. Other women like the internal stimulation of the vagina and G spot, too, for which some vibrators (Gigi, Raya, Celesse) are designed for insertion. Those vibrators can also be used externally on the clitoris. If you want the extra stimulation during intercourse, the external type will work best.
There are additional features you might think about, too; I've written whole blog posts on the topic. Whatever you might choose, I often recommend to women that they try self-stimulation to see what kind of touch where feels best. That, too, lessens the pressure when you're with your partner.
Enjoy the exploration! It's never too late to learn even more about your body.