Annulment means that the marriage never legally happened. Divorce is the end of a legal marriage.
There are a wide range of issues involved in a divorce including child custody, child support, visitation rights, and property division to name a few.
Yes, you can still file for divorce but you will not be able to finalize the process until the child is born and a determination of paternity is made. This delay allows the court to include the appropriate order for visitation and child support if applicable.