Yes, definitely go to your local Tricare office!
Tricare has different regions, and you need to let them know you will or will not be going to a new region. When you move, your PCM (Primary Care Manager) will have to change to a local doctor there. It can be your OB/GYN - or if it has to be a general physician, that physician can give you a referral to an OB/GYN. Tricare should cover everything even if you are not on the base/post you're stationed at. But you DO have to get a PCM that's approved by Tricare (a referral, however, if you have to have one, can be any doctor).
God bless!