As previous posters mentioned, female betta fish do not become pregnant. However, they do become "eggy." This is quite normal and a good thing as it means she is healthy and maturing sexually as she should.
You may find with time that she will suddenly become less eggy/bloated and that is normal, as her body might expel the unused eggs. You would generally see this in the tank, though, but again, it doesn't always happen.
No two betta fish are perfectly alike in mannerism/behavior, appearance, or sexual propensity.
Additionally, if she is eggy, do not assume she must breed. Same goes for males that build bubble nests. It simply means they are at sexual maturity/the tank environment is found suitable to mate in, or perhaps another betta, generally a male, is in view.
Only breed bettas if you have enough experience with betta fish as a whole and the proper tools necessary. A lot of work, time, and energy goes into grooming and preparing the male and female for breeding and even then it could be a bust.
Not every male or female will breed with whomever you throw in, or perhaps they will refuse to breed with any male or female you try them with. This is important to understand so you do not find yourself with one or two dead fish.