First off, you need to do some research. I'm assuming they are in the same tank so if your male died yesterday of 'some disease' then why would you add another fish to that tank? Did you check the water parameters or anything? Or research to try and find out what killed the first male? Don't ever add fish to an unstable tank, that is just a recipe for disaster *thumbsdow
As far as the pregnant female, you don't really need to do anything special. If you want most of the babies to survive, then you should put her in a breeder net right before she is about to give birth. Right before they give birth they get kind of square, rather than round. If you don't put her in a breeder net, then just make sure there are plenty of plants to use as hiding spots and you should have at least a few survivors.
BTW, livebearers like guppies should be kept with 1 male to every 2-3 females, so that the male doesn't continually harass a lone female. Your lone female is probably going to be harassed by the male constantly because he wants to breed.