It is the female organ that brings a fetus to full development.
urterus
The inner lining of your urterus had been building up for roughly 28 days, which is the blood your body expells when you begin menstration. It takes on average between 3 to 6 days for the lining to come out. During that time, you can be experiencing "PMS" like symptoms, which are the following: abdomen cramping, headaches, irritability, fatigue, headache, bloating, sore breasts. Everyone is different, and could experience more, or less of these symptoms.
If you are in your first twelve weeks of pregnancy you will probably not even notice passing the baby. If you are miscarrying, the baby will detach and be passed from your body along with a lot of blood clots and you probably wont see it. The further along in your pregnancy, the more blood clots and the bigger they will be. If you miscarry past the 12 week mark, you will need to seek medical attention and will most probably have an operation to remove the remains of the pregnancy. By this time the baby will be large enough to identify as a baby. The baby and all the tissue will be incinerated at the hospital. If you are past the 22 week mark the baby will probably be classified as stillborn rather than a miscarriage. It will be your choice what to do with the body of the baby. Some people will take it and have a proper burial and funeral. If you do not want to take responsibility for this, the baby will be taken by the hospital and cremated.