Labor question.

This is kinda weird but I really want to know because I'm confused, let's say I started getting contractions and they were not really bad but the pain just kept worse and worse. But since I really don't know anything about labor I tried to go on through the day, but me not knowing I was about to go into labor and my water did not break? What would happen if my water didn't break ( you know how sometimes the doctors breaks your water for you) would anything happen to the baby?