The first question on this fact sheet: "When does pregnancy begin?" The answer: "Pregnancy begins when a sperm fertilizes a woman's egg."
The second question: "What happens after the sperm fertilizes the egg?" The answer: "After conception, your baby begins a period of dramatic change known as the embryonic stage."
... as The American Academy of Family Physicians calls it, a baby.
I utterly hate it when scientific concepts are so oversimplified for the layperson that they actually become incorrect. Pregnancy is the state of the woman's body after a blastocyst implants. The events that are necessary for her to become pregnant may have started with the union of sperm and egg, but unless a blastocyst implants, she won't become pregnant. And I'm sure that the whole statement about "After conception, your baby..." is a drastic oversimplification which is not intended to convey the idea that physicians universally consider a zygote and a newborn as being identical save for size. There is a real challenge in writing for laypeople and maintaining scientific accuracy.
For a more accurate and scientific view, try reading Reproductive Biomedicine Online. There is a common theme to those scientific articles: those who work in the area of reproductive medicine do not consider a pregnancy successfully established until they can detect the fetal heartbeat at gestational weeks 6 to 8. (I'm not sure how they count gestational weeks in the context of in vitro fertilization, but in normal pregnancy, that would be 4 to 6 weeks post-conception.) The fetal heart develops at the same time as the nervous system; many people consider initiation of heart beat as the beginning of a human being's life.