In the Walking Dead TV show, the only information we have about the virus is that everybody is infected. We don't know how the virus spread through the population. We don't know if it is in the air, or in the food, or transmitted through direct contact, etc...
Not all virus are transmitted to their babies by pregnant woman. AFAIIK, it is also possible that the way the virus was initially transmitted does no longer exist and that no new contamination arises. So there is a chance that newborns are not infected. This would fit with Robert Kirkman saying that it does not want a "Everybody dies" ending to the show.
Finally, we have seen a lot of horrible scenes in the show, but no zombie baby so far.
To sum up, do we have any evidence about the fact that newborns are not infected/can be infected/are also infected?
PS: I didn't plan to watch Fear the Walking Dead, so feel free to spoil it if it answers the question. Though I am mostly interested in the TV show, answers from the comic are of interest.