Moxibustion is a type of heat therapy and is done typically by an acupuncturist. They take a bundle of dried Mugwort and smolder it very closely to the outside corner of the small toes.
One session takes about 15 to 20 minutes and there are 2- 3 sessions a day. Since there are multiple sessions in a day many professionals will teach their clients and/or their partners how to do it themselves at home.
The main reason pregnant people participate in this is because their baby is in a breech position and they are trying different methods to turn them. The theory behind why Moxibustion works is that it stimulates the baby and causes an increase in their physical activity.
If you are interested in trying this ask for a referral from your midwife, doula, or anyone else who you are working with for prenatal care.