Can I start pumping/saving my milk?

I just tonight realized I'm starting to produce colostrum. I'm 5 months pregnant with twins. Is it a wise idea to start pumping and saving the milk and colostrum? I want to get an early start with the breast milk just in case they have to go to the NICU and I will not be able to feed them myself. The only reason I worry about that is because I had my son 10 months ago and he was 4 weeks early. My doctor told me most twins come about a month early and since my son was so early it puts me at greater risk of my twins coming early. If I start pumping within the next few days will that increase my milk production?