Opossoms young are born very, very small and are carried around in the mother's pouch for a while. I don't think that you'll have to worry about your babies finding a "nest" because there isn't one. Here's an article that explains about opossoms. If she looked pregnant then the babies are probably getting some size to them.
http://www.opossumsocietyus.org/opos...life_cycle.htm