Is it important to eat more fat during pregnancy?

NO. Eat a balanced meal, especially protein, fruits and vegetables. Pregnancy is not a time for fad diets of any kind. High fat diets are not for anyone, especially during pregnancy you do not want to gain excessive weight during your pregnancy.
No. Eat a healthy diet largely plant-based, with very littel processed foods. Fat is important but assuming you are at ideal body weight you do not need to increase fat consumption. Focus on healhty fats, from plant sources over animal sources.