Piggies don't have babies. You get the skill Animal Husbandry, then you learn to make seasoned eggs- a variety of pig, chicken or butterfly. Then you get a fully grown chicken to incubate the eggs for you. That's how you get baby animals. :)
There is a FAQ here under the help link at the top of the page: www.glitch.com/help/
Piggies don't make babies, but you can either buy an egg from an animal goods vendor, or you can season an egg to make pig eggs, once you have the skills. As for an FAQ, there are a few further down on the forums, or you can check out the glitch wiki, which I highly recommend. Good luck!
Don't laugh too hard. You still haven't heard how you have to politely ask a chicken to sit on that egg to hatch it. Yes, a little baby piglet emerging from underneath a chicken.