I've never had a setter, but I (in order, lol) had a dog, had DS, dog died, got another dog, had DD.
I didn't do anything in particular to introduce the DC to the respective dogs...just brought them home, let the dog have a sniff of the baby and went about the rest of my day, you know, as much as you do with a newborn.
With both dogs it was pretty much, where have you beeeeen, I need to sniff you, I missed you, ooh a small person, I need to sniff that - hmm, it's not doing anything, fuss me, fuss me, I missed you... 
They then pretty much ignored the baby - unless it cried when both dogs would come and look at me meaningfully if I didn't get the respective baby quickly enough for them - until they were being weaned and they worked out that the small person now dropped food which was a good thing
and then avoided them when the baby started to get mobile and they realised that the small person was a bit grabby, lol.
I don't have pets in bed with me though, I'd get her out of your bed now as you'll want to do it before you've got a bump and need more space.