when your baby is born, force yourself to go to a mothers and babies group. i moved here when i was just married, and got pg soon after that. i knew no-one, just like you. it was difficult too when i was on mat leave because i didnt even have my work cooleagues close by, as work was miles away.
anyway, you will meet others there, even if they just speak about their babies at 1st, you can arrange 'playdates' etc, even when they are tiny babies!
i told my hv, who advised me to go, that i didnt want to go 'on my own, when i didnt know anyone' and she said 'youre not on your own, youve got your baby with you' which i thought was lovely, and it was true.
i have made friends here now, just one or two, and we are not 'best' mates but its not so bad now.
good luck hanlou, and dont get too down about it. i know how you feel.