How can it help to exercise if you have fibromyalgia and are pregnant?

FIbromyalgia. Just because you have fibromyalgia does not mean you should not exercise.It may be just the opposite so you can keep in shape, but talk with your doctor regarding how much exercise.
Several ways. Aerobic exercize is an important treatment for fibro. Improved strength and endurance will help you get through the rigors of pregnancy and delivery.
Build up stamina. You need to increase your stamina, especially for labor and pushing. Exercise will help you do that.