Yes, you should be tested for HIV in your pregnancy. This disease transfers to the babies if mothers have it. There will also be other tests which your doctor will prescribe you time by time in your pregnancy.
The doctors do test ever pregnant woman for presence of HIV and Aids. As per medical practices, the doctor is bound to tell you, if you are suffering from HIV and Aids. So there is no need to be scared. There might be some other problem with your blood like it can be deficient in Haemoglobin or has high glucose levels which can be risky for you and the baby.
So when you are in hospital the nurses have to test you for hiv?
HIV testing is not a routine blood screen in pregnancy. If you are concerned, you absolutely should request it specifically from your doctor. Many clinics also offer free or very low cost screening.