I had sex a few weeks ago, and don't want to tell my parents. Can the docter be able to know if I've had it?

It is certainly possible. But more importantly you must not try to deceive the doctor - he is your ally and adviser for all things medical, and so if/when the subject comes up be open and honest about it. If you ask the doctor to not disclose it to your parents he won't (doctor-patient priveledge).