Pregnant and nursing women have a Torah obligation to fast on Yom Kippur. They are even obligated in the rabbinic fast of Tisha Be-Av because they are not considered sick.
If a woman is experiencing a particularly difficult or high-risk pregnancy, she should consult a God-fearing doctor. If the doctor says there may be danger to the mother or the fetus, she may eat and drink as necessary. In contrast, if a woman is experiencing a normal pregnancy with normal symptoms (even if this includes throwing up), she must fast. There is no reason even to ask a rabbi about it. Having said that, if a pregnant woman is fasting and feels her situation has become dangerous, she should eat and drink as needed.