Depends. If your lymphedema is in your arm, it may not affect it at all. If it is in your legs, it may make the swelling worse.
Legs probably worsen. There isn't a lot of good information out there about lymphedema and pregnancy but what information there is seems to indicate that more than 50% of the time, lymphedema worsens with pregnancy. So all of the things that you normally do for lymphedema when not pregnant become even more important when pregnant--compression stockings, exercise, watching your weight (within reason), massage, etc.