38 weeks pregnant. Its winter here in Australia which means im having my baby im flu season. What can I do to protect baby when shes born from bugs?

Cocooning. In the states we recommend that you and all those who will be in close contact get the injected flu shot and be up to date with pertussis. This helps protect baby in the important 1st 2 months. Avoiding the kissy-kissy parties and small kids is also important. Regular hygienic home practices round out the process.
Protect. Keep her as isolated as possible for the first 3 months. Breast feeding helps and make sure everyone's shots including flu shots are up to date. Follow immunization guidelines for her. Even someone with a simple cold can make a baby ill. Lots of Clorox on surfaces. All the best.