After fertilisation of the egg, a hormone called human chorionic gonadotropin (hCG) starts to be produced in the womb, or more precisely in the developing placenta. This tells the ovaries and the pituitary gland that the woman is pregnant. These signals give the clear message that for some time there will be no need for ovulation and that the uterine lining should not be shed. This causes a suspension of the menstrual cycle. The production of hCG is what allows commercially available pregnancy test kits to work.
The test is most reliable if you use it in the morning, when the concentration of the hormone in the urine is highest. Pregnancy tests are a sufficiently reliable indicator, so if the test is positive, call your doctor and book your first appointment. Final confirmation of pregnancy only comes with the first ultrasound scan.