If its your first, baby can engage weeks before birth, whereas #2 usually doesn't engage until you're in labour.
However, my DD and my current pg are contradictions to this...
DD was 4/5 palpable (i.e starting to engage) exactly a week before I went into labour, and was born at 39+3. It was roughly 12hrs from show to baby, with no real BH or other warning signs or warm-ups.
This baby was 4/5 last Tuesday, 2/5 palpable (so technically classed as engaged) today but there is no definite sign of him/her showing up yet (I'm 37wks). Getting lots of twinges and definite BH but nothing happening!!
At my pregnancy relaxation/yoga class tonight, the teacher read a story to put each contraction in perspective. However, its relevant to waiting for baby: essentially, take each day as it comes, as one small part of a longer journey but don't focus on the journey, otherwise it will seem never ending. Baby will arrive when they are good and ready, nothing you do will make it happen to suit you.
Enjoy the wait and the anticipation and good luck with your baby.