Home pregnancy tests can be used two to three weeks after you think you may have conceived or on the first day of your missed period. Use one sooner than this and you may not get a reliable result.
The tests work by detecting the hormone human chorionic gonadotrophin (hCG) in your urine. A chemical in the plastic stick changes colour when it comes into contact with this hormone, so the standard way of testing is to wee on the end of the stick and watch for the result in the little window.
Pregnancy tests are very precise as long as you use them correctly. It's possible to have a 'false negative', when the test says you aren't pregnant when you are. If your period still doesn't arrive, repeat the test or check with your doctor.