Yes, it will help with your endurance and cardio. Proven fact. Doing kegels helps too! If you've done anything in the past and liked it then do it as long as your MD approves. I laughed through my entire prenatal yoga, but thats just me. If you can keep a conversation going without being winded while doing the exercise its ok. No nos are ab working, twisting, or jumping. Walking believe it or not is the best form of cardio for pregnant women. I walk up my hill everyday, and it gets harder every week. Exercise keeps baby healthy too as long as its in moderation (30 min a day).
My mom always says "they call it labour for a reason, it's hard work!" the mire physically fit u are too do the job, the easier it'll be to do it :-)