Bagging up is the name used for when a mare's udders start to swell in preparation for feeding her foal. Udder development can begin to occur from 3 to 6 weeks before foaling, or even sooner in maiden mares.
As the due date comes closer, you will see a waxy substance on the teats caused by the formation of colostrum. If milk starts to leak from the teats, the mare is most likely going into the early stages of foaling.