Can pregnancy cause a heart murmur?

Yes. Blood volume increases during pregnancy and a pregnant woman can develop a "flow"/innocent murmur assuming she has a structurally normal heart. If she has any structural abnormalities, then some murmurs may become more apparent.
It's common. Your cardiac output increases greatly, and a physician with good ears can hear any turbulence in the heart that this wil produce. If your physician isn't concerned, i would not be either.