It is something that only you can do, and it enables you to take a more active role in the baby's care. The breastmilk of mothers who deliver prematurely is ideally suited to the special needs of the premature baby. Colostrum and breastmilk contain white blood cells, antibodies and other valuable immune properties that may help a premature baby resist infection. Recent studies have shown that breast milk may improve the neurological development of premature infants. It isn't easy.
Supply can be very difficult to build up and maintain.
You'll need to use a breastpump until your baby is mature enough for direct breastfeeding, and sometimes for longer. If your baby is stable and relatively well, breastfeeding can be gradually introduced from about 32-33 weeks. You'll need to begin expressing by the day after your baby's birth, and even earlier if possible. Some mothers prefer to begin with hand expressing. A nurse or lactation counsellor should show you the proper way to express either by hand or with a breastpump.