There are several ways to combine anal stimulation, in either the man or woman, with cock or pussy stimulation. They can be both exciting activities in and of themselves, as well as a way for someone to get used to the initial strangeness of the feeling anal stimulation by having a comfortably pleasureable sensation alongside it.
A finger in the ass during oral is one possibility. One can be performing oral then first press the finger against the asshole, then slowly start to slide it in (with lube on it).
Otherwise there are various beads, dildos and vibrators available, that can all be used to insert into the ass of either the man or woman and then proceeding to have vaginal intercourse.
For the woman: it can be quite exciting to be so filled up. For extra emphasis you can also have a dildo in her mouth. You can also thrust in while pulling out the beads/dildo, then thrust out while sliding it into the asshole. Be careful with a large dildo, it will bulge into her vagina hole and make it harder to thrust.
For the man: it can be sometimes exciting and sometimes distracting to the cock. Test out different cominatioins of positions and toys to see what works for you, if you’re keen to explore.