Confuzed, the chances are the baby will stay inside mum a while longer yet. Often steroids are given as a precaution, just in case labour develops, and the baby is born early. However she will probably have been given medication to stop the pain until the steriods have been given. This medication can often stop things for several weeks or until term.
If the baby is born early at 32 weeks, it will usually be on NICU for several weeks until around the original EDD. Sometimes these babies need help with breathing, either just nasal oxygen, or sometimes CPAP which stands for 'continuous positive airway pressure'. It is to assist the baby, not breath for it. Makes it a little easier for their immature lungs. Very rarely they may need ventilating, particularly if there are other complications weakening its immune system.
Often feeding will be via tube at first. Then it will be a combination of tube/breast or bottle. Eventually the baby will be feeding in whichever way mum has chosen.
There are many complications of prematurity, but until the baby is here, there isn't much to add, as I could be here all day listing things, which may never happen!
At 32 weeks babies often do well, although it can be a long slog getting there. The best thing your sister can do is to speak to those looking after her, as they can tailor the information to her needs and what may happen for her. Its very difficult as each case is so individual.