In our case, she had the interview at around 16 weeks. Like everyone else already mentioned, there's nothing special about it. She had to go through the metal detector. They didn't provide any extra accommodation (although if it's someone much further along in the pregnancy, they may?).
I think the only special thing would be for yourself to be extra prepared if there's some delay. For example, bring drinks or some snacks since you don't want to be dehydrated or starving while pregnant. You may want to bring ultrasound images for extra proof (looks like you're doing 3-year rule). Although she didn't have to show it.