So the chances are slim, but it's still quite possible, like 1 out of 10 times?
Less than that.
Ensure it is properly put on (squeeze air out, rolled right down). Ideally use water based lube as a condom will generate more friction. Reapply lube if needed. Be gentle - real sex is not like the jackhammer intercourse you see in porn. Remove the condom as soon as the male has ejaculated. If you are carrying on then put on a new one.
As a rough guess we used them for 4 years and had 2 break, so well under a 1% rate for myself. You can generally tell as soon as it happens.