So the embryonic stage of pregnancy is normally weeks 3 to 8/10 of pregnancy. During this time your neural tube has formed, this continues to grow and eventually becomes the brain and the spinal cord.
The brain divides into 5 vesicles (large structures within a cell) and continues to develop into what is called the fetal period of pregnancy which lasts up till birth. In this stage, the brain develops rapidly and different connections are made in the brain. The baby starts to move around in the womb. The rapid development of the brain then continues after you are born! Wikipedia has a good timeline here https://en.wikipedia.org/wiki/Timeline_of_human_prenatal_development that tells you the developments of the baby week by week. If you want a lot more detail about the development of a baby including what the cells that are involved look like this is a really good website! https://embryology.med.unsw.edu.au/embryology/index.php/Timeline_human_development