Question
When is it customary to visit a cemetery?
Answer
It's customary to visit the cemetery on fast days (Shulchan Aruch Orach Chayim 559:10) and before Rosh Ha-Shanah and Yom Kippur (581:4, 605).
Question
Why is it that pregnany women are not allowed to attend a funeral, or to visit graves at a cemetary?
Answer
There are differing customs about allowing pregnant women at funerals and cemetaries.
The reason for those who do not allow is because forces of Tumah (ritual impurity) tend to attach themselves to the greatest sources of holiness that they can find. There is no greater impurity than that associated with the dead. At the same time, a baby in utero is the greatest holiness you can find. The reason for this is that this is a soul without sin, and there is an angel protecting the child in utero, teaching him or her, Torah. Therefore, as the greatest holiness they can find is a baby in the womb, the forces of impurtiy found amongst the dead will try to attach themselves to the fetus. As such, those with this custom try to keep pregnant women away from such a situation.