Need advice!

Okay so long story short I’m expecting my rainbow in May. I just applied for this job a few weeks ago and I start training next week. I didn’t mention that I was pregnant. When should I mention it? And should I talk to someone in person or send an email to my manager? Do you think they’ll be upset that I didn’t mention it at the interview? I’m planning on coming back after the baby. Every place of work has to give you maternity leave, right? Sorry for all the questions and thanks in advance