My OB has ok'd me to continue running and weight training with reduced weight, as that i was doing before about 5 days a week. He said watch heat, exertion level (ie if you can't talk you are going to hard), hydration and comfort. Listen to your body, you will know if it feels ok. Sometimes I feel fine, other days I walk, other days I do nothing.
Check with your caregiver if you are concerned. Let them guide you. Alternatively if you go to a gym see a personal trainer for a training plan.