You need to use a potion to get pregnant for the first time. You can unlock the recipe through alchemy (just make potions to rank up), though they are high level, so you need to grind a lot. The potions can also randomly be found in the coven, purchased for TP from Wicked Pam’s shop, or you can start with one by selecting the “random assortment of fun potions” option at the start of the game.
Once you get pregnant and give birth once (which you will need a potion for), you can unlock a trait that lets you permanently become fertile, though with lower odds of getting pregnant than with the potion.