Does the color of urine change when you are pregnant?

Yes. Change of urine color is often due to taking prenatal vitamins, especially if the color is "bright". Not drinking enough water also can cause urine to be a dark yellow. Aim to drink enough water to make urine almost colorless. If urine appears red or blood tinged, a physician should be consulted.
Sometimes. Vitamins used during pregnancy can certainly change the color of the urine. Just pregnancy by itself usually does not.