Progesterone is a pregnancy sustaining hormone, It relaxes uterus and makes secretary transformation of endometrium so progesterone is essential before pregnancy. But you can also take progesterone supplement after being pregnant.
I did IVF, and was on progesterone before transfer of the embryo. It is essentially given to keep a person from having a period and losing the embryo. It ONLY helps if the problem with keeping a pregnancy would be lack of progesterone, but it does not hurt you or the pregnancy in any case. In other words, a woman who has lost a lot of pregnancies and the doctor has diagnosed the problem as being that her progesterone is low, should be on it. A pregnancy that is doomed to fail for other reasons will not be saved by progesterone supplementation. But it won't hurt you or the pregnancy to take progesterone.