You use your mind to observe the body, so that the body becomes the object of concentration. You move into the subtleties of observing the breath and then the subtleties of observing the mind. If you're pregnant, you should find a qualified instructor and check with your doctor before jumping into yoga. To find out who's qualified, both Yoga Journal and Yoga International offer lists of qualified instructors. When you're pregnant, the body changes drastically.
Yoga can create support and provide nurturing.
It can also offer a sense of community to a group of pregnant women who get together and talk about their experience. During pregnancy, yoga asks us to listen to how the body is changing, and respond. Don't do twists or any abdominal work. Don't do anything that evokes any type of fear. Find a new instructor if yours isn't catering to your pregnancy.