If you do not have normal periods, then you are most likely not ovulating, and you should get checked out for PCOS, as it is one of the most common reasons for lack of ovulation and not having a period in women who are not athletes.
Periods happen after you ovulate, as the lining sheds. If you ovulated and the egg was fertilized and you became pregnant, then you would not have a period. An example of this happening would be when coming off of the depo-provera shot or one of the Birth Control pills that are taken several months in a row. In these cases, you could ovulate afterward and get pregnant, but never have a period. Women who just gave birth can also get pregnant again, without ever having another period, for the same reason. Or adolescents who have their first cycle can get pregnant without ever having a period.
However, for an adult woman who normally does not have a period but wishes to get pregnant, she should get checked out by her doctor to test for PCOS and other medical conditions that would prevent her from ovulating and getting pregnant. Not having a period is an indicator of fertility problems and should get professionally diagnosed, if trying to get pregnant.