Newborn babies can develop pimples on their nose and cheeks. These are different from milia. They happen because the oil glands never had to work before birth, and they are clogged up.
The pimples show up when the baby is a few weeks old. Although some parents really want to put something on them, they do go away without treatment. In most babies they go away within a month or two. They are not related to getting acne as a teenager.
Thanks to Janelle Aby MD, Stanford School Of Medicine, Newborn Nursery, and Lucille Packard Children's Hospital for the use of occasional photographs.