What if a women steps on a nail by mistake and she may be pregnant? Does she need to do anything?

Shalom, Thank you for your question. The background to your question is found in the Talmud (Moed Katan, 18, and Nidah 17). Here is a translation (interwoven with words of commentary from Rav Steinsaltz zt”l) “… And also learn from this that it is permitted to throw nails away. The Gemara asks: Is that so? But isn’t it taught in a baraita: Three things were said about nails: One who buries them in the ground is deemed righteous. One who burns them is even better, as he is considered pious. One who merely throws them away is regarded as wicked. The Gemara explains: What is the reason that it is prohibited to throw away nail clippings? This is prohibited lest a pregnant women pass over them and miscarry, for the Sages had a tradition that it is dangerous for a pregnant woman to walk over fingernails. The Gemara answers: A woman is not usually found in the study hall, and therefore Rabbi Yoḥanan was not concerned about throwing his nail clippings there. If you say that sometimes the nails are gathered together when the floor is swept and then thrown outside where a pregnant woman may walk over them, this is not a problem. Once their place has changed the nails themselves change and are no longer harmful.” From here we see the basis for your question. But we also see, firstly, that if the clippings had been moved before she stepped on them there is no question at all. Now let’s examine what happens if she stepped on clippings that had not been moved. What is the reason behind this practice? The Ra”n (in Moed Katan) explains that the problem is that a women will be disgusted by the nail clippings, and her revulsion may cause a miscarriage. Others explain that it is a spiritual danger caused by the impurity of the clippings. Many great codifiers did not quote this ruling in their halachic works – neither the Rambam nor the Tur or the Shulchan Aruch). However, others do, especially many latter Rabbis who often follow the more kabbalistic traditions (see Magen Avraham 260 and Mishna Brurah 260, 6). It is possible that those who did not quote this law feel that today people are not as disgusted by clippings as in the past, or that women do not miscarriage in such situations today, or that the spiritual impurity is less today. So, even though most people try to be careful and make certain not to throw their clippings on the floor, especially where woman are likely to walk – after the fact, if a pregnant woman did in fact walk over the clippings she should be told that, based on the Shulchan Aruch and the Rambam (and other great authorities), she should have no fear or worries. If she is still fearful (the fear itself is unhealthy, if not dangerous), she should say Tehillim and give coins to charity. These actions (prayer and charity), together with repentance, are very powerful, and as we say in the Yom Kippur prayers, that they can avert any bad decree. With this in mind she should be assured that she has nothing to fear. May she be blessed with a healthy and easy birth.