Brief Answer:
Self care & needful expert's advise & treatment would help.

Detailed Answer:
Hi Bahawnabagde24,
Thanks for the query. I understand your concern.
* The burning & pain following the sex can be due to urethritis( inflammation of urethra ) due to -
- Irritation( because friction ) of urethra / allergy because of barrier contraceptive you had used,
-Probable infection contacted while you had unprotected sex ( bacterial or fungal )
- Urethral stone ( with previous history of stones )-which is trying to pass out can cause pain, burning in urine & sometimes a droplet of blood while urinating.
* Self care-
- Drinking plenty of water/juices/ Barley water. Avoid spicy food, alcohol.
- BE careful about genital hygiene( use cold clean water), If you have accompanied itching,Apply anti trichominal ointment locally( candid v ointment if there is itching / steroid skin ointment available over the counter, after each wash ) Nimesulide pill over the counter taken after food can help in relieving pain to some extent.
** Please avoid using coconut oil... as it may form a good medium for the bacteria or fungi to grow
- Take alkaline mixture over the counter twice a day
* In case There is no relief / if the symptoms aggravate , you need few investigations like urine routine examination/ vaginal swab test ( culture if needed) & also local examination by a gynecologist to ascertain the causative factor .
Please consult a gynecologist for this .
After pointing out the cause.. she would offer a cause specific oral
medications,( antibiotic, anti fungal, ), alkaline medicine & urinary analgesics/ vaginal pessaries as per need )
* Please don't worry you would be alright mostly with home care within few days OR by needful specific treatment given by
an expert,
2. About your query about conception-
Possibility of conception stands with deposition of semen or even pre-cum ( it also carries few sperms ) in case the sex was around your ovulation day( it's 14 days prier to the expected date of periods ).
Pregnancy can be excluded/ confirmed by Home pregnancy test of urine -- done after 8 days delay in period.
I hope that answers your query. Any follow up query is welcome.
Thanks.

---