they cant get pregnant as they are the larvae [children] of moths/butterflies. these insects lay eggs so don't get pregnant either.

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They have to form a cocoon or chrysalis, and change into a moth or butterfly, before they can get pregnant.

Pregnancy means having a new living being develop from a fertilized egg in the body (in a special chamber called a uterus) for a time until such time as it is ready to be nurtured outside of the body. That movement from inside the body to the outside world is called birth. One of the few insects that can give birth to developed offspring (which you can call a baby) is the tiny Aphid which can often be seen living on our garden plants. Most other insects lay eggs in which new life begins its development outside of the body, another example would be birds. The movement of that new being from the egg to the outside world is called hatching. Many living things reach adulthood by growing bigger. The insects can do that but many insects get to be an adult not by getting bigger but by changing their forms in several stages. This changing in different stages is called metamorphosis. This is all fascinating stuff and you can explore the web to learn more about it.