In the Regency period, the period of labor and childbirth itself, and the following few days or weeks (when the woman would often confine herself to her room, or to her house), were the "confinement" -- but there wasn't really any established custom that a normally-healthy woman had to seclude herself before the birth.

The Victorian attitude was a little different -- there was a little bit more squeamishness about referring the subject of pregnancy at all, and some upper-class women were kind of ashamed to appear in public obviously visibly pregnant, and so restricted their activities to some degree after it was no longer possible to hide things with corseting...