Willie never went to the Naval Academy.
The novel follows Willie from the summer of 1941, when he meets May, to the autumn of 1945 when, as the ship's final captain, he brings the Caine to the naval yard at Bayonne, New Jersey, for decommissioning.
The scenes of his meeting and beginning a relationship with May is done in flashbacks while Willie is in first hours of midshipman school. The three months Willie spends at midshipman school make up a big part of the early chapters.
At the start of the novel, Willie is shown as a spoiled and rather immature young man, recently graduated (class of 1941) from Princeton. The whole crux of the novel is how he matures into a man through his relationship with May and his service in the Navy. One early scene has his father (who's not in the film) visiting him at midshipman school. Willie tells him about May. (He'd not told his wealthy parents he was dating a nightclub singer.) His father says that he thinks that May and the Navy are both having a good influence on him and that he would like to meet her sometime.
The novel also goes into a great deal more detail about just how bad things are on the Caine while Queeg is in command. The ship spends months on convoy duty, escorting vessels around the South and Central Pacific, while Queeg retreats into isolation and is highly prone to tantrums. The officers are perpetually worn down and tense as they hope and pray for Queeg to receive orders to a new assignment.
The final chapters have Willie -after the court martial- returning the Caine as Executive Officer, saving the ship during a kamikaze attack at Okinawa and, as the war ends, is named her last captain.
So, to the OP, yes May is in the novel and she plays a far, FAR more important role. She's one of the two main elements that cause Willie to mature.
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