To start I begin fingering the vagina and gently use the other well lubed (vag fluid) finger to rub against the asshole. Whilst deep in a passionate kiss slowly remove the vag finger and keep that other one on the ass. She will give you sign of pleasure if this is ok. Also take opportunities during oral to slip down into her ass. If she's on her back spread and lick from the clit and right down to ass slowly. Listen carefully for deep moans when you tongue touches her hole. This is the same in the 69 position go high and flick over her ass and see the reaction. If it's all going well spend more and more time at the ass.
Over time move from rubbing the asshole to gently pushing in and again she will press down if this is all working.
When you get the go ahead for the cock first time try not to go much further than the head or part of the head and encourage her to rub her clit (I had one girl who loved to use her bullet vibrator). Again she will push down/back if she wants more.
For non anal girls it a long journey, but very achievable. Take your time and you'll be balls deep with a confident ass loving girl in no time and you'll be able to wean them of the clit and pussy play.