There is no harm to the baby directly.
The only risk with urinary tract infection
is premature delivery and recurrent Urinary tract infections.
If left untreated , it can lead to pyelonephritis(infection reaching upto kidneys).
Also any infection which remains untreated in pregnancy can lead to sepsis
and also decreased growth of the baby.
You should start your antibiotic. Amoxycillin
is safe in pregnancy.
Also take plenty of oral fluids atleast 8 glasses of water per day. It will help in clearing as well as preventing infection.