When to tell employer I am pregnant?

I work for a government agency, which makes for a very professional, by-the-book environment. My unit is comprised of colleagues and we are not "friends"- at least most of us aren't. We keep relationships professional and we submit things in writing for tracking purposes.

When should I tell my direct supervisor I'm pregnant? And how? Is this something done in person, then submitted via email for confirmation?

I just want to make sure I do everything in the proper manner, and we don't have an internal policy for this. 🙄