What to do
Pregnant and partner has been cheating
That's quite bland.
Firstly are you 110% sure he's actually cheating? Do you have sufficient evidence to prove it? Or is it mainly just a hunch?
If he has been cheating, confront him about it, only if you're 100% sure he actually has and ask him why he did it.
If he's been cheating for a long time, for instance 2 months of greater, then you could leave him. That wouldn't be too drastic. If it's for a short amount of time, then consider giving him a second chance more.
I'd give him a second chance on most occasions. Since you have to give him a opportunity to change and fix his wrong doings. If after this fact he's cheating and you 110% know he is . Then you may break up with him as he didn't learn his lesson.
As for this kid, it does complicate matters. However you can't let this kid bind you into a relationship you're not happy with. If this guy is cheating, most likely he won't care about the child and if that is the case and you care for it more, you can take it under your primary care, if you so wish.
That's a basic summary of some important things to note and how to approach them. Key point being, make sure he's actually cheating and it's not just a hunch or a "He may be cheating.