Over the course of your dog's pregnancy, she's going to grow -- and so are her nipples. A pregnant dog's nipples grow and get darker around day 40, or about two weeks before she goes into labor. By the time she enters the first stage of labor, her nipples may have undergone some further changes, because she needs to be ready to nurse her puppies essentially immediately after they're born.
Normal Nipple Appearance
While your pregnant dog's nipples will be bigger and darker than usual long before she goes into labor, once she's finally ready to deliver her pups, the breasts themselves will have changed even more. By labor time, her breasts will have grown along with her nipples as she built a supply of milk for nursing. Don't be alarmed if the nipples leak during labor, or even in the days leading up to the birth, especially if you feel them -- the incidental expression of milk as her due date approaches is normal.