When a woman is pregnant her iron needs rise because her blood has to supply the fetus too. The actual blood volume increases by around 25%. Because of this, many women including some thal minors, need iron supplementation during pregnancy to provide the extra iron that is needed for this added blood volume. The reason this won't help raise your hemoglobin levels when you're not pregnant is that if you aren't actually iron deficient, it won't do you any good, because it isn't a lack of iron causing the anemia. It is a lack of normal red blood cells and adding more iron won't change this. Folic acid will have a far better affect on this than iron will.
A high protein diet is recommended during pregnancy. Also, make sure your diet is balanced and you get plenty of fruit and vegtables, and also plenty of liquids, especially water. A multivitamin is also usually recommended. And folic acid is universally recommended for both thals and women who are pregnant.