Should we go through genetic testing if I have PKD and I'm pregnant?

Yes. I would consider meeting with a genetic counselor to see what your options are. There are two types of pkd, one that is dominant and one that is recessive. If you have the dominant version then your baby has a 50% chance of being affected. They can do an amniocentesis to see if the fetus is affected. If you have the recessive type and your partner is negative then your baby will not have pkd.
Your choice. I'm assuming you have autosomal dominant polycystic kidney disease. You know what your illness will probably cause in the long run. For some people, it would be tolerable to bring a child into the world with this; for others it would not. If i were affected, i would forego parenthood if preimplantation testing were not available. But i'm not you. Only you can decide.