When i submitted my taxes (a few minutes ago) it never asked me for direct deposit information. Is it too late to change that?

If you've already filed, it is too late to change the method by which you receive you refund. However, you will get a paper check for your refund, as that is the default option.

I just filed a minute ago, and it still says its pending. How much longer(in general) does the paper check take compared to direct deposit?

It can take 4-6 weeks, as compared to about 21 days for Direct Deposit.