All female mammals have a clitoris, so its presumable that they are capable of orgasm. Soft tissue doesn't fossilize often so it's hard to know if females of an early mammalian species also possessed a clitoris, but it's likely since sexual pleasure is an obvious aid to reproduction. Female simians and even bovines have been stimulated to orgasm under laboratory conditions but whether it regularly occurs in nature is harder to determine due to the brevity of sexual encounters in the wild. Other vertebrates, even those that make use of penetration, lack a clitoris. I can't imagine those females experience orgasm but that doesn't mean sex isn't pleasurable for them on some level. Humans are extremely sexual creatures, with females in estrus year-round and with males possessing uneccessarily large penises, not to mention all the secondary sexual characteristics that dominate our physiques. I would assume from that that our early ancestors not only experienced orgasm but that it evolved into an ability to have multiple orgasms apace with the developement of our other sexual characteristics. This may have facilitated multiple couplings, a strategy that could contribute to an increased liklihood of pregnancy.