She'll start making a nest a few days before giving birth. It's far too early! Depending on the type of hamster, you'll have to wait a few weeks until she's heavily pregnant. If she's a Dwarf or Roborovski hamster, the gestation period is about twenty-two days, so she'll start building a nest in about two weeks, most likely. A Campbell hamster's gestation period is a little shorter.
In the meantime, give her lots of unscented tissue paper and bedding! Feed her lots of cheese and vegetables.