For me I started to notice a change after about a week but about 2 weeks in it was probably working to it's full. If you are taking a hrt and have not noticed it helping by then I would call your Dr. back as you might not be on the right dosage.
I started HRT three weeks ago now and I noticed after a week my hot flushes were getting less and less.
I think we are all hormonally different and the general consensus from my GP was it takes anything from 6 weeks to 3 months to actually get the full benefits.
Hope this helps - stick with it and think positive, if you are in any doubt go back to your doctor or pharmacist.