Pumping while pregnant

So Iv never tried to pump colostrum while pregnant and I want to try this time around. Iv heard people start as early as 34 weeks (approval from doctor of course) & up. My question is, does your actual milk come in too & then you have to pump while also trying to deliver a baby? Maybe it’s only colostrum, I have no idea. I produced quite a bit with my first born and my milk supply came right in at day 1 or 2. Any advice with this is much appreciated and I plan to talk to my doctor this week as well! :) I’m currently 31 weeks and 4 days!