How tell people that i lost my baby?

Sohappy
 my family is so far a way. I told them that I was pregnant when I went to visit five weeks ago. I only told them becouse they were woried that i was sick, so i told them I am just pregnant and that is way I cant do somthing with them.
They know about my last 3 MC, and they felt so sorry for me. I even felt guilty telling them. 
I dont know how and when to tell them. I dont want them to for a baby they will never see😔