Danio do not get pregnant. Danio are eggscatterers, which means they get gravid with eggs. The females drop the eggs all over the tank and the males go behind the females releasing sperm, which inseminates the eggs. The danio fry are so small that you'll probably not see them without looking EXTREMELY hard. Even if they did survive, it is likely that the adults with eat them.
I've bred Danio Kerri, which are very close in behavior to zebras. The way I bred them was to use a 10g tank as a breeding tank. The 10g was stocked with 6 danio (pretty likely with 6 to have atleast one male and one female.) I covered the bottom with a small gravel (so that the eggs could fall between the pieces of gravel, so the fish wouldn't eat the eggs as easily) and lowered the waterlevel to 50% for about a week, then removed all adults and wham-o, babies.
But if you aren't seeking to keep fry then it is perfectly fine to let the adults eat em. (That sounds cold-hearted to some, but it is nature at its finest.

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The bottom left picture shows clearly that the girl is gravid.
