Asslamualikum Sunny,
Congratulations on your soon to be new addition to your family. You can inform them of pregnancy and when baby is born you may want to submit birth certificate etc. If this helps not sure but this is what I did for my husbands application and when our daughter was born in Canada.
Please refer to this link for all documents required for application.
http://www.cic.gc.ca/english/information/applications/spouse.asp
These are the dcouments that are required
This application package includes:
Document Checklist [
IMM 5443]
Application to Sponsor, Sponsorship Agreement and Undertaking (
IMM 1344)
Sponsorship Evaluation [
IMM 5481]
Generic Application Form for Canada [
IMM 0008]
Additional Dependants/Declaration [
IMM 0008DEP]
Additional Family Information [
IMM 5406]
Schedule A – Background/Declaration [
IMM 5669]
Spouse/Common-law Partner Questionnaire [
IMM 5285]
Use of a Representative [
IMM 5476]
Receipt [
5401]
Instruction Guide [
IMM 5289]
Some of the above forms need to be filled it's a bit overwhelming but you will be fine with the instruction guide and then we are always here to be of assistance.
ASyed