It can be difficult to tell sometimes. If they are pregnant you should be able to feel their tail bone (the slope on their rump just in front of their tail) is slightly raised, and as they get further on, it will raise further. This is the pelvis starting to loosen for giving birth, so by the time they are due, your fingers will easily fit into the gap at either side of her tail. It is hard to describe without someone showing you what they mean though.
The trouble is that every goat can be different in pregnancy, just like us as Trixie says. So some goats might not have a raised tailbone as much as others. When there are only 4 weeks to go, her udder should be starting to increase in size, or if they have kidded before, starting to gradually fill up. You can try "ballotting" this is also done four weeks before kidding, but it might be harder for a novice to do this.
Beth