What's sideeffect if women use a drug during pregnancy?

Depends. I am assuming drugs mean medications. Medications are put into different categories depending on their affects on baby , some of which are totally safe others are contraindicated during pregnancy. So it depends which drug we are talking about. Check with your doctor or pharmacist for further information.
See below. Heroin and other opiates can have disastrous effects on the fetus and the health of the mother when used during pregnancy. The same is true for cocaine and amphetamine use. While there is no definite evidence for marijuana causing significant harm to the fetus or mother if used during pregnancy the medical profession discourages its use during pregnancy and lactation.