What does it mean when blood is found in a pregnant woman urine?

Some causes--> labor. Blood in a urine specimen could be from an infection in the bladder or kidney or from contamination. Seeing blood "down there" can also be associated with placental bleeding, bloody show from the cervix, even bleeding from hemorrhoids. It is difficult for a pregnant women to know the cause and the effects of such bleeding including labor. Calling an OB asap for exam and evaluation is important.
Several possibilitie. Can mean a urinary tract infection, either lower (confined to bladder) or upper (including kidneys). Your obgyn can determine that relatively easily. Can also be the result of the trauma of having a growing fetus/uterus/fluid complex resting on your bladder. While hematuria (bloody urine) is a symptoms of bladder cancer, in women of child-bearing age, that risk is miniscule.
?bladder or vagina. Blood coud be from the bladder, most commonly from a uti, less likely a kidney stone and extremely rarely form a bladder tuor or polyp. However blood in urine could be from your uterus via the vagina. Some blood in the vagina escapes during urination and can be mistaken as coming from the urethra. Suggest you get it checked by your ob. Good luck.