Loss of a baby due to losing mucus plug (friend)

Ashley • 25, FTM to a beautiful baby boy born 17 July '16 💙👶🏽🍼 insta: ashleynfit_
Went to my morning class this morning and found out this guy in my class lost his son. I'm 28 weeks and I believe his wife was the same or a few weeks behind me. I don't know the full story because it's touchy and all I could do was give him a hug. But, I guess she lost her mucus plug, she called the Dr to see if she had to go in, I don't know the between but they ended up going in and I guess she delivered the baby, the baby wanted to stay in but ended up coming out and soon after they lost their son. 
So I'm a FTM but these things scare me and I probably should read more about mucus plug and all that. But once you lose your mucus plug you go into labor? I need to know once I lose mine if I should go to the hospital too. I'm about to go read up, I feel like I should already know about this being pregnant. 
I'm just at a loss of words for him and his wife and I pray for everyone who loses there baby. I've had a miscarriage before and things like this are scary and he told me it could of been prevented, I feel like us pregnant people don't get listened to when we feel like something isn't right. 😕😔