If you are planning to land before her due date then it's okay, cuz after all pregnancy is not a real change in circumstance as long as u will land in Canada before the delivery of the baby and at that time if the baby burned in Canada he/she will obtain the citizenship by birth.
If you will not planning to land and deliver ur baby in Canada then this is another thing, u should inform them it and wait for delivery and ur file will be reopened to add the child and issue new PPR, that might delay again ur application.
So it would be much better idea to land and give birth in Canada.