Congratulations on the new addition coming!
Here is what happened when we introduced Zorro:
Firstly we took Bella with us to meet him at 6 weeks and she was kinda scared of him (probably cos he kept charging at her like a little bull!). She then came with us when we picked him up (he was 10 weeks as he was a bit of an unexpected addition at the time).
The first 3 days at home were a bit nerve wracking but if you know what to expect it helps - basically the older dog is likely to lay down the law to the pup so that it knows the do's and don'ts of its new home. Bella spent 3 days basically keeping a very close eye on Zorro and telling him off quite severely if he did anything she didn't like. The tellings-off had a scale (presumably depending on how bad his "crime" was), ranging from just low grumbling at him (for walking too close to her), to rushing at him snarling, flipping him neatly onto his back and standing over him growling for a moment before letting him go. There were all the variations in between these two as well.
Zorro screamed blue murder for the more severe tellings off and sometimes he'd scream and scream and we'd be worried that Bella was going overboard, but 10 out of 10 times when we'd pick him up afterwards he wouldn't even have any of her spit on him so she was clearly not actually touching him at all. We just let them get on with it.
The other things we did were to make sure that Bella got her own space, so we took her for walks on her own, had cuddle times with her upstairs away from him and played games away from him as well, to make sure she knew she was still high in our affections. We used a puppy playpen which we kept in the living room so that Bella could have time out from Zorro if he was harrassing her (and also to teach him that he needed to rely on himself for entertainment sometimes). We also fed them in separate rooms at the start, and they still get their meaty bone meals in separate rooms as Zorro makes a fuss otherwise.
On the morning of day 4, I picked up a string of plastic bones and got Zorro to hold one end, I held it in the middle and Bella grabbed the other end, and tentatively I let go, not knowing whether she'd tell him off for daring to hold onto "her" toy. Thankfully she didn't and they had their first game of tug - they haven't looked back since and they are now so close we can hardly believe it really. Zorro still gets told off occasionally but it really only took a few weeks of Bella letting him know what was acceptable - in fact she's a much better disciplinarian than either of us, he always does as she says which is not the case with us!
Good luck with the new little one...