Congratulations to your client!
Are you familiar with ACOG? They’re an incredibly valuable resource when it comes to all things related to pregnancy. I’d highly recommend you check out the following links to learn more about the organization and their advice for training pregnant women:
Here’s ACOG’s homepage: http://www.acog.org/
Here’s ACOG’s stance on exercise during pregnancy: http://www.acog.org/~/media/For%20Patients/faq119.pdf?dmc=1&ts=20130221T…
Here’s ACOG’s FAQ document on exercise and fitness in general: http://www.acog.org/~/media/For%20Patients/faq045.pdf?dmc=1&ts=20130221T…
In short, you want to ensure your client is comfortable at all times while exercising and that her heart rate stays under control. If they’re struggling to breath or are overheating this can be detrimental to the baby’s development.
Take a look at the “Related Questions” in the sidebar of this page if you haven’t already. You might find some additional resources that could help you develop a safe program for her.
Happy (healthy) training!