You can be pregnant when you land but if you are, it would be better to settle in a province with first day health care and have the baby in Canada rather than go home and have it there. The reason being that if your baby is born outside Canada, you will have to sponsor it for PR. You must be residing in Canada in order to sponsor but your baby may not be granted a TRV to come with you. This may then cause you to have to split up your family with one parent going to Canada to sponsor the baby while the other stays with the baby back home. The separation can last for months depending on how long the processing times are in your visa office.
If however you are pregnant while applying for PR and you realize that the baby will be born before you can land, you must return your PR visa to the visa office if you already got it, otherwise notify them and tell them to hold off on it and you need to ask the visa office to add your baby to your application when it is born. If you give birth to the baby and then land on a visa you already got that does not include the baby, you will have a big problem. You will have committed misrepresentation by not adding the baby plus you will never be allowed to sponsor it.
