Traveling to a hot country or being out in the hot weather for a little while during pregnancy is okay but just don't stay out in the hot weather too long.
If you stay out in the hot weather too long your core body temperature can increase and you'll risk complications with the pregnancy and the unborn baby.
It's best to wait until your second trimester during pregnancy to travel anywhere but you certainly can travel anytime during your pregnancy if you want too or need too.
If you do travel to hot countries make sure you take breaks in the cool air conditioning of buildings and get plenty of shade to stay cool.
I've traveled to hot countries before when pregnant and had no issues with the pregnancy.