I want to know more about my pregnant sister
Why do you want to know more about her?
I want to know when she is having her baby.
Taking an interest in your relatives is a good thing. You should always try to know more about those that you're close with and show them kindness and affection.
I hope she will let me get closer to her.
You're on the right path. People like it when you show interest in their lives and your sister will appreciate this from you. Ask her questions about her baby and use that to bond with her.