Breasts are glands. Inside them are tiny sacs that contain milk-secreting cells. These sacs are clustered together into lobes.  Each lobe has a single milk duct that carries milk to the nipple. 
 
During pregnancy, your body prepares to make milk whether or not you plan to nurse. Your breasts will slowly increase in size and weight, gaining up to an extra 1 to 1-1/2 pounds each. You will also notice that the nipples seem to enlarge and become darker and more pronounced. The blood vessels supplying the breasts enlarge and become more visible. 

About the fourth or fifth month of pregnancy--or even later for some women--the nipple may sometimes drip a tiny amount of colostrum, a thick, clear or yellow-orange liquid. Colostrum is the first milk secreted after the baby's birth. This is the beginning of milk production. As soon as the baby is born and the placenta (afterbirth) is expelled, a hormone is released by your body signaling the breasts to produce milk. 

Colostrum contains proteins and other substances to nourish the new baby as well as antibodies to protect him or her from infection. Within a few days after delivery, the colostrum will change to mature milk.