I would really really doubt she is pregnant. It would be an absolute miracle.
The pains could be anything really, the urine symptoms could very easily be a urinary tract infection- this sometimes happens after the first time, it used to be called "honeymoon syndrome" or something like that, back in the days where most women had sex for the first time on their honeymoon.
She may need to go to the doctors if that stuff doesn't clear up, but I don't think you guys need to be concerned about pregnancy from your description of the precautions you took.