We have had a few of them over the years...

Yes we have had a few women players in our group and they seemed to be completely down with the idea of running a pregnant character, a few of them were even able to spin it in a way that allowed them to claim a Drawback for being pregnant saying that theirs was a difficult pregnancy and was capable of causing negatives to dice rolls under certain situations, and in so doing were able to take advantage of additional character points to offset the negatives they were willing to role play as part of the story.

There were quite a few interesting moments related to particular cravings, morning sickness issues and negatives to dice rolls due to cramping, weakness, and general discomfort related to the pregnancies themselves. One of the players decided to play an Elephant character and in my game I decided that the length of time for the term of the pregnancy was a bit longer than the typical human term. There are no set rules for the length of time of pregnancies in the game so many Game masters choose to simplify it by defaulting to normal human standards I however chose to try an alternate option.

No the births happened with the help of a midwife for one of the characters who happened to be Low Caste, at the hands of a Priest Caste doctor for another character of the highest Caste and with the Sunborn Physician with the last.

I believe the low caste Jenu was a Sow

She was a domestic Sow and very matronly and kind

The elephant was a Sunborn character from the Gajah Dynasty and even chose to role play some of the habits mother elephants have regarding caring for their young.
For example, she called upon the female members of her family with the news of her up and coming pregnancy and one of her sisters arrived shortly thereafter to help her with caring for the child for the first year of the babies life. The player even paid the points to have an Advantage called a follower which allowed the little sister NPC to have 100 character points to be spent upon skills the character did not have designed to help ensure the baby remained healthy and well taken care of. In essence she sent to the Matron of her house and was issued a Mid wife, of average skills to assist her in the care of her child for the first stage of its life. The NPC was also able to teach the character new skills with respect to taking care of the baby that she would otherwise have had to learn through trial and error.
It was an amazing example of what can be accomplished within the scope of this game with regards to setting the scene for great fiction and story related friendships.

The Holy Caste Character was a white swan, from the city of Yanti near the Sea of Suvar. The player (which was a male) decided to have the characters profession be a Sacred Artist, specifically a Dramatist of no small recognition. She had been specially trained and selected from among many for her amazing writing skills which she used to create all forms of art and entertainment, usually inspired directly from the pages of the holiest of Mahist texts the Partaka'm, expressly for the Holy Caste. The player was careful to purchase both Influence and Wealth as advantages and over the course of the campaign he continued to raise his levels in both, and used them in conjunction with his Status as a Holy Caste member to gain preferential treatment in almost all settings. What was not freely given to the character was bought by the characters wealth, and thus the "finer things" became the norm for this Paksin of great beauty and talent. Once the child (which turned out to be a Black Swan, perhaps due to the father being a Raven) was born, the mother by virtue of her social standing and Influence with powerful officials took the child as her prodigy and began to tutor the young female swan to become even more recognized and influential than she herself was. How that turned out is a story for another time.