Many women report having their period while pregnant, but typically this is not the case. The reason why this cannot be is that pregnancyand menstruation cannot take place at the same time, by the very definition of the two. If you were pregnant and you began menstruating you would inevitably lose the pregnancy, or have a miscarriage. While you cannot have your period and continue to be pregnant at the same time you can experience vaginal bleeding and continue to be pregnant. It is often this vaginal bleeding that women believe is their menstrual cycle when it is not. Early pregnancy bleeding is not at all uncommon and many women report that they do bleed regularly during the early portion of their pregnancies. This is not at all a menstrual cycle though; it is usually referred to as early pregnancy bleeding. This bleeding is usually is due to hormonal changes and is not of the quantities of blood that a woman typically sees when having her normal menstrual period. Early pregnancy bleeding can vary in amounts from slight spotting to vaginal bleeding consistent with a menstrual cycle. Please make sure she goes to a doctor and has a test done so that you can then together decide which steps to take next. 

Also, I wanted to add this information since you mentioned that she was on the pill:

Getting pregnant while on the pill is often associated with bleeding during pregnancy that can be confused with a menstrual cycle. Many women who are on the pill have several bleeding episodes before they realize that something is not quite right. In cases like this a woman usually cannot accurately tell her doctor when her last real menstrual cycle was and an ultrasound is required to provide the mother and the doctor with an estimated due date.

My friend had her period her entire pregnancy. So dont let someone tell you that it cant happen, or is unlikely. While it is uncommon, it is very possible for this to happen.
I recommend going to your local planned parenthood to get a test done. Their "pee" tests are just as good as a blood test.
Be safe!
I also want to add, that getting sick the day after having sex is not usually a sign of pregnancy. That doesnt happen till around 4-6 weeks when the sperm and egg have  "met".  Trust me. You dont get sick that fast!

The previous answerer is absolutely correct. I just wanted to add that you might just want to buy a pregnancy test to be sure. They are inexpensive and will erase all doubts you may have.
Good luck.

And I'll add you should get two tests, and use one before and after her "period". It can be really hard to tell the difference between a normal cycle; breakthrough bleeding and a miscarriage. I had what I thought was breakthrough bleeding a month into my second pregnancy. Then I wasn't measuring right for my due date. So they moved it back 4 weeks, but the test showed I was still pregnant.

So the baby arrived a couple of weeks before the original due date. Even the doctor was shocked--his words were "This one wasn't done baking yet!" He judged her to be 34 weeks, with a real due date of a month AFTER my original one. There was no way I could have been pregnant with her when I thought I was, so the breakthrough bleeding was actually a miscarriage. Apparently you get really fertile right after having one. She was very large for her age but underdeveloped for what would have been the due date.

(She's fine, by the way, and tall for her age.)

My understanding... If you're on the pill, you might be pregnant... for a very short time.

So sayeth a man...