While I can agree with the above posters, I don't think it's the best way to inform the person that what they have done before marriage was wrong and leave it at saying it's not godly. If anything it may drift them away from being informed as to what they are doing if it's not explained, whether or not if they may know it. It may be true as to what you are saying, but there's a better way to tell them.
OP - I will first say congratulations on the engagement and the possibility of expecting. But it is important to follow on the fact that one has to marry before committing sexual acts with their partner if they aren't their spouse yet. That's called adultery if you are not married while doing so. Marriage is setting you onto the right path to do what God tells a man seeking a woman as well as a woman seeking a man should or shouldn't do before they are. You can't go back and fix the problem now, but hopefully as of now and into the future until your wedding day comes, you can make the decision to wait until you are officially husband and wife. As far as it being the case that you are going to have a child, that doesn't make the child any more or less sinful over what decision its parents (being you and your fiance) did in sin, because again, what's done is done. That baby is not to blame or held accountable for it. But there's such things as second chances and whether you take it to heart to wait again until then or not will have you and your fiance held accountable still*. That's why people will tell you what you're doing is ungodly.
Best of luck to you both.