There is no problem for your PR card being pregnant when you land.
However, there are other problems that can come up. If you want to settle in the very popular Toronto or Vancouver, both of those provinces, Ontario and BC have a 3 month waiting time to get into the health care system. That means if you have medical expenses because of your pregnancy or your baby is born before the 3 months, you have to pay the bill yourself. If you choose to settle in another province such as Alberta, SK or MB, you would have your health care right away and no worries. If your baby is born in Canada, it s/he is automatically a Canadian citizen.
If your plan however is to land as a PR, then go back to homeland to take care of stuff before moving to Canada for good and your baby is born in your homeland, then you will have to sponsor your baby for PR and you must be in Canada to do that. If your baby would have a citizenship where it is visa exempt to Canada, you would just take it him/her with you to Canada when you are ready and then sponsor. If your baby is not visa exempt to Canada, you could try applying for a TRV or TRP to take it him/her with you.