The pregnant woman is not prevented from praying and entering the mosque

Firstly: 

Islamic teaching does not allow a woman to pray or enter the
mosque when she is menstruating, as has been explained previously in fatwas
no. 33649 and 146758. 

With regard to a woman who is pregnant, Islamic teaching does
not forbid her to pray or enter the mosque. So she is obliged to offer the
five daily prayers, and she may offer whatever supererogatory prayers she
wants. It is permissible for her to enter the mosque to pray or to attend
lessons and lectures and beneficial gatherings, so long as she adheres to
the conditions set out in Islamic teaching for a Muslim woman to go out to
the mosque, which have been explained previously in fatwa no.
49898. 

Secondly: 

There are Islamic rulings which Allah, may He be exalted, has
prescribed for the pregnant woman, that are appropriate to her situation. We
will mention some of these rulings here. They include the following: 

It is prohibited for her to eat or drink anything or to do
anything that will harm the foetus or lead to miscarriage. For more
information, please see fatwas no. 13319 and
146158. 

It is permissible for a pregnant woman to break the fast in
Ramadan if fasting is too difficult for her. The ruling may reach the degree
of it being prohibited for her to fast if doing so will harm the foetus. 

It says in al-Mawsoo‘ah al-Fiqhiyyah (16/271): 

It is permissible for the pregnant woman to break the fast if
she fears or thinks it most likely that she or her child will be harmed, and
she must break the fast if she fears that she may die or be greatly harmed,
and she has to make up the fasts, without paying any fidyah (penalty). This
is according to the consensus of the fuqaha’ (jurists). They are also
unanimously agreed that a pregnant woman does not have to pay the fidyah if
she breaks the fast for fear of harm to herself, because she is in the same
situation as a sick person who fears harm to himself. End quote. 

And Allah knows best.