If the child will be born in Canada or Canadian by birth (even outside of Canada), then there is no need to include him/her in the current application. You can let the VO know once it is born (probably send an additional family form), or you can let the VO know (if first stage is passed) already now if you wish, as a "proof" of a genuine relationship.
If the child will not be canadian by birth, he/she will need to be sponsored and added to the current application, so it's especially important to let your VO know.
COngratulations on your pregnancy - wish you a very smooth one!
Sweden