When you're pregnant and you're 35 weeks into your pregnancy you're at around 7 months and 3 weeks pregnant.
So when you're in to the pregnancy at 35 weeks of pregnancy you're getting near the end of your pregnancy and in a few more months the baby is about ready to be born.
When you're 35 weeks into your pregnancy you have around 5 more weeks left until the birth of your baby.
A month in is actually 4 and 1/2 weeks while some people mistake a month for 4 weeks only so you're getting near 8 months in pregnancy when you're at 35 weeks.
That means that the baby is getting near fully developed and ready to be born soon.