The mother will only have colostrum for the first 48 hours or so. Because of this, you may not see milk right away.
You should try to entice the foal to nurse as much as possible and keep an eye on mom and baby for the next few days. If the baby is not thriving within 48 hours, you need to call your equine vet. If the foal becomes listless or lethargic before that, you will need to call him sooner.
Let me know if you still have questions.