English Grammar - Were, Did, Has, Have?

Q1:
She is going to have a baby. correct
She is going to has a baby. incorrect

Q2:
Were you in London yesterday? correct
Did you in London yesterday? incorrect

Q3:
Are you in London now? correct
Do you in London now? incorrect

Q4:
Does Phil get a headache? I'd never use this combination of words
Has Phil got a headache? correct

Q5:
Did Ann have a lesson yesterday? correct
Has Ann had a lesson yesterday? correct

1) "She is going to have a baby."
With going you use the infinitive in the next verb which is "to have". Additionally "has" is the past participle (used in the perfect tense) and you're talking about the future.

2) "Were you in London yesterday?"
Were is from "to be" whereas Do is from to do. The former is also the past tense which is used because yesterday implies the past.

3) "Are you in London now?"
Are is again from to be. You don't "do" places in English

4) Either is correct depending on context
"Has Phil got a headache?" is if you're asking about this specific moment in time.
"Does Phil get a headache?" is not quite perfect but passable if referring to in general.

5) "Did Ann have a lesson yesterday?"
You do lessons