Well, with all the respect you should have told your employer that you were married, and were preparing the paperwork for that (changing marital status in your docs). That you were applying as "single" for the sake of the paperwork/visa issues related.

Now you will have to sit with your employer/sponsor and show all the proofs that you were married before joining the "job/offer" and ask for a reconsideration on your status.

The other way around would be to change sponsorship from the company or actual employer to your husband; provided all the involved parties agree on that.

After resoving all this matter then yopu can plan on having a baby.

Do not get pregnant on "single" status otherwise you (and your husband) could be facing jail/trial/deportation due to "illicit relations".

Regards!!