It's not that terrible. Trust me.
It wouldn't hurt the baby, but why would you put in a tampon, if you're pregnant you don't have your period.
I hope you are not wearing a tampon when not on a period. This is unhealthy and if you are just starting your period you should not be using a tampon until you are older. The tampon box gives written as well as a diagram of how to put in a tampon. Follow the directions and read the warnings. This is very important.
You gave me a fright then! (something like that?)
Every tampon box has detailed instructions with picture of how to put a tampon in. Very gingerly Follow the instructions in the pack.
is there a special way to put a tampon in my anus
Your vaginal canal is a muscular tube, when you tighten the vaginal muscles it can push things out of the vagina. Once inserted correctly those same vaginal muscles help keep the tampon in place.
You might be uncomfortable, and the tampon would not be able to expand and function normally.
Put a tampon in or use a pad.
Put a tampon in your but
You need to position a mirror so you can see and feel yourself. Once you have sorted out your anatomy you can do it by touch alone. The vagina does not go straight up, it goes more up and back so you need to put in the tampon at an angle. If you don't have a female relative who you can ask to help go to the school nurse, she has been trained to answer questions like this.
You can only use a tampon if you're menstruating - if you're a boy you may menstruate, but only if you have a uterus and vagina (e.g. if you're a trans boy). If you're a cis boy then there's absolutely no reason for you to be using tampons and nowhere for you to put a tampon as you don't have a vagina. So in short, if you are a boy you do not put a tampon in at all.
This is not recommended, it could get stuck.