Is there any way to improve the joint pain of fibromyalgia without medication during pregnancy?

Hydrotherapy. Often the pain of fibromyalgia syndrome [fms] can be partially relieved by a hot bath or shower followed by sleeping for at least one hour. This is often the most effective treatment for the headache of fms. Be aware that a hot bath or shower can contribute to symptoms of lightheadedness so it is best to have the assistance of a family member or attendant during transfer from bath to bed.
Yes. Conditioning exercises, reducing stress, facitating sleep, avoiding stimulants (e.g., coffee) at night and there are physical therapy modalities - specifically laser therapy and electroprobe therapy.
Exercise. Pregnant or not, gentle exercise is the best treatment for fibromyalgia pain. Look into prenatal yoga classes, or tai chi classes. Or simply take a 30 minute walk each day.