The mucous plug lies within the neck of the womb. It comes away as the neck of the womb (cervix) begins to enlarge to allow the baby to pass through. Therefore it is lost at the very beginning of labour. The length of time between this and delivery is very variable, between a few days and a few hours.
This mucous plug may not be recognised at all; but it looks like a small piece of stringy jelly. Sometimes, but not always it may be streaked with a small amount of blood. A more reliable sign of the onset of labour, that your midwife will tell you about, is the onset of low stomach pains. These are usually irregular at first but become regular and more intense.