Does can be all over the road as to just what they do and when. By day 28, most does will do some digging in corners (they would be digging a burrow if they were on the ground). Most will pick hay up in their mouths and carry it to their chosen nest site, though some may pull it all out and try someplace different. They usually don't start pulling fur until just before or just after the babies are born.
But every doe is different, and until you've seen a doe do whatever she does, you can't be sure. I had a doe that started pulling fur on day 21, and continued until she kindled on day 32 - by which time she was almost completely bald. At the other end of the scale, I had one doe that would completely ignore the nest box and materials until just a few minutes before she kindled - then hoo, boy, watch her go to town!
And just to keep things interesting, most of my does continue to pull fur for several days after the kits arrive, particularly in cold weather.