Is it illegal for a 19 year old to get a 14 year old pregnant?

This very much depends on what country you are from or the country you were in when the act occurred. For instance in Europe, the age of consent varies between 13 (Spain) and 18 (Turkey and Malta).

In the US depending on the state, the minimum age of consent varies between 16 and 18. In Canada, the age of consent is 16.

If you are in fact in a country / state where the age of consent is over 14 then you may have broken the law and have committed a form of statutory rape (or similar) in that the person below the age of consent is not legally deemed competent to consent to sexual intercourse (even if they actually did).

The specific offense will depend on the country or state and also may depend on the absolute ages of the two people involved and/or the age difference.

I would suggest that a first course of action would be to research just what the minimum age of consent is in your state / country and the relevant law.