is anal pleasurable for women as receivers? can it lead to orgasms?

Yes, it often can be. The anatomy is definitely set up for it - aside from all the nerves in the direct region, anal sex is effective at stimulating the internal clitoris. Add in a bit of psychological spice for those that might enjoy the dominance aspect, and not only do a lot of women have orgasms from anal sex, some have their best orgasms from anal.

But to get the best out of it, you have to be kind of acclimated to things back there, and that learning process is best left to experienced hands.