birth control during pregnancy

Hello. Question, has any started birth control before finding out they are pregnant? ok so my fiance and hav3nt been using protection since my period that started August 9th. He's finished inside every time, we just moved in together so we've been going at it A LOT (tmi) well I have a doctor's appoint today 8/21 to get on the pill. If we conceived already which I don't think is the case would the birth control do anything the the fetus?