You visited in December, and five weeks later you've become a father? ... or do you mean that you will become a father?
In short, three options for a visa:
1) Vistor visa - allows her to visit UK for up to six months, after which time she will have to leave again. Cost £65. Will only be granted if there is strong evidence to show that she will leave UK before the visa expires.
2) Fiancee visa - allows her to visit UK in order to marry within six months. Cost is £515, with a reasonable chance of success if you can prove the relationship and marriage plans. If the marriage does not take place, she will have to leave again (or make a very strong case to extend her visit). If the marriage does take place, she will have to apply for another kind of visa (FLR).
3) Spouse Visa - Having married abroad, this allows her to stay in UK for up to 27 months, at which time she will have to apply for another kind of visa (ILR). Cost is £515 with a very good chance of success, provided that you can prove that the marriage has taken place and is genuine.
In all cases, she (or, more likely, you, as her sponsor) will have to show that she will not require any public funds in order to support herself in UK, and that there is suitable accommodation for her.
Having a child will make things a little more complicated and expensive. If she is 'only' pregnant, then it is probably easier to arrange all of this before the baby arrives.
