With my first ultrasound appointment they use a wand to do the ultrasound. The wand goes up your vagina and it uses the same sound waves to find the baby as a typical "topical" ultrasound. They use the wand because the regular ultrasound can't detect the baby quite yet.
Once it's up there, he or she will find the baby by moving the wand around. Once they find the baby, they'll look for a heartbeat and take some other measurements.
This was just my experience but, maybe some other women had a regular ultrasound done?! Not sure. It is such a fun experience!! (a little uncomfortable with the wand up your vagina, but once you see the baby you won't even realize it!)