It depends. If she is married to a Singapore Citizen or Permanent Resident (PR), she can get pregnant and deliver in Singapore, subject to the approval from Controller of Work Passes. Else, one of the Work Permit Conditions is not to be pregnant, and this applies even her work permit had expired, cancelled or revoked.
Having said that, if the staff is a good performer and you would like to keep her, you can try to send in a request to MOM and there is a possibility that they will approve her pregnancy and enable her to continue to work in Singapore.
Reference can be found under my Page “Sources”:
Work Permit Conditions