The female condom is pretty effective, as long as it is correctly inserted into the vagina - and provided the man doesn't put his penis outside it.
One trial gave a ‘success rate’ of 95 per cent over a year, but a couple who know what they’re doing and who use the device really carefully will run only a very low risk of pregnancy.
The woman (or her partner) puts the female condom inside her vagina before sex. You are not protected if you only put it in halfway through sex and risk getting pregnant. Many people don't realise sperm can be present in the man's pre-come fluid, which he secretes as he gets sexually excited. So putting the condom in after intercourse has started may already be too late.
Warning!
Always take the female condom out of the pack with care - don't tear it with fingernails or rings.