Babies born before 37 weeks are at a higher risk for having issues and possibly spending time in the NICU. If you are in fact in preterm labor doctors will likely administer injections to help baby's lungs develop well enough to breathe effectively even if you deliver early.
That having been said, most premature babies born after 32 weeks have pretty good outcomes. They may have some complications but are very likely to survive and thrive in the long term.
More n likely there just braxton hicks . but if they don't stop and get stronger then you need to go to hospital to get them stopped . you need to keep baby in til at least 37 weeks