There are some exercises that may help a pregnant woman with labor. However i recommend that any pregnant woman consults her doctor before attempting any kind of exercise.
Kegel exercises are highly recommended. It will help strengthening the pelvic muscles which will make labor a fast process.
It can be done by tightening the muscles around the vagina as if trying to interrupt the flow of urine when going to the bathroom. Hold for a count of four, then release. Repeat ten times. Try to work up to three or four sets about three times a day.
Besides, walking is beneficial to pregnant women. It should be started with a slow walk. Reaching a 30 minutes walk is good.