You can either inform IRCC now, complete soft landing n come back to India for delivery OR you can have delivery in Canada.
Other option is you can inform IRCC about pregnancy and you can choose to include your child in the application after birth. iRCC will ask for documents like birth certificate, passport n medical exam etc for the child. Once approved all 3 of you can come here together.
But if the child is born outside Canada, family sponsorship is the only route for which one of the parents have to be in Canada through out the process.