Two months ago girlfriend found out she pregnant what are the steps we can take for her to live here

Depends on your immigration status in the USA. For more information please go here: http:myattorneyusa.com

There is no immigration status that allows someone to remain in the country because she is pregnant. You will likely need to marry and pursue an immigrant visa. However, more information is needed about her current immigration status to determine if that is a viable options. You can read more about family immigration at http://myattorneyusa.com/family-immigration.