Your doctor may want to first make sure you are ovulating (releasing an egg that can be fertilized) every month. To accomplish this, they might ask you to take your basal body temperature (orally) every morning at the same time (just before you get out of bed) for one or more months. Your body temperature will increase by 1 or 2 degrees just before ovulating, and will stay elevated for the remainder of the month, until you have a menstrual period. This is an easy, inexpensive test and can actually be completed before you visit the infertility doctor.
They might also perform a transvaginal ultrasound to inspect pelvis. The doctor may want to perform other surgical tests to diagnose the cause of your infertility. These can include a hysteroscopy, to inspect your uterus lining for fibroids, and a laparotomy or laparoscopy to look for endometriosis.
There are multiple causes of infertility in women including age over 35, endometriosis, abnormal estrogen and testosterone levels, failure to ovulate, abnormal hormones (e.g.TSH), uterine fibroids and being overweight.
If no problems are found, the doctor may perform a "couples" workup. This may include a post coital test, blood tests looking for anti sperm antibodies, and a sperm penetration assay among others.
Understanding the cause of infertility will help your doctor develop a strategy to treat you.