She came on to him

Why do you wish to confront her in the first place? You and your ex where on split, and she came over, so what? 

Your ex has his own judgment hopefully, and you didn't mention if there was any thing going between them. Even if they did had, your ex is the one to blame, unless he was being raped or was taken forcefully to a walk, which apparently didn't happen.

I think that if you are 6 months pregnant and back together with your boyfriend, things seem to be going pretty well for you.  I would try to keep it that way.  You don't need to create an unnecessary confrontation.  It makes sense if you decide you no longer want to be friendly with this woman because she did not respect the fact that you and your boyfriend were together (even of not at that time)... and that's not something a friend does.  But the point is that you and your boyfriend were not together when she came onto him and he does say that he refused.  I think that this is something that you would be better off putting in the back of your mind.  Just know that you do not appreciate what she did and you don't have to be friendly with her anymore.

I don't think confronting her will give you any satisfaction. I'm curious to know why your boyfriend even told you. I believe in truth and honesty in relationships but I must say, if you were truly on a break and nothing happened, he shouldn't be worrying you at any stage in your pregnancy. I would suggest speaking with your boyfriend about what his intention/goal was in telling you about this woman and go from there.

Is it possible he told you this to show you how desireable he is and get you back?