How does a female come to know that sperm entered her body while having sex?
During sex, every woman does not feel the semen when a man ejaculates and even for those who do, they do not feel it every time. Most of the feeling from sex comes from the first inch or so of the vagina. Thus, a woman is more likely to feel the penis throbbing during ejaculation than the semen itself. If a man ejaculates, it is guaranteed that sperm is present.
Sperm is just a small part of the make up of semen. Sperm can also be present in a man's pre-ejaculate fluid that leaks out of the penis when a man is aroused. Thus, sperm can enter the womb without a woman directly noticing the sperm, though, of course, the penis would be noticed.
A woman can find out that she is pregnant two weeks after her next period is missed.