Depends on location. For women in north america fortunate enough to have ultrasound imaging provided, most will know about multiple fetuses before they are born. In some other parts of the world, they may need to rely on their size or perhaps number of bony parts protruding. Often, if no ultrasound has been performed, delivery of a baby smaller than expected, based on size of abdomen, is an indication to look for more.
Ultrasound. Generally twins are diagnosed by ultrasound. Some women are able to feel two different babies move without knowing already that there are 2 babies. However most women have at least one ultrasound before fetal movement is regularly detected.