The good answer is that a mechanic needs to inspect them and see how much of the pad is left. How often this needs to be done depends on the mileage since replacement, 
the type of driving that you do (city/highway), how you drive and possibly the weight of your vehicle. On a big heavy SUV driven in city traffic by an aggressive driver the pads 
could wear out in less than 20,000 miles. On the other hand a compact pickup driven exclusively on the highway in a reasonable fashion could go 50,000 miles on a set of pads. 
The bad (for you) answer is you will hear the bare pad backing plates grinding on the roters. This is bad because it probably means the roters will have to be replaced as well 
as the pads, making the job much more expensive. 

Minor edit: some pads have a "wear indicator" or squeaker. This is a thin piece of sheet metal that will contact the rotor when the pads are pretty worn out. If you hear a high 
-pitched squeak (only when braking) or an intermittent squeak-squeak-squeak when driving at low speed, this indicator is telling you that your brakes need to be looked at. There 
is usually a groove in the center of the pad - if this groove is worn through (like the treads missing on tennis shoes), then replace them. Or, if they are less than 25% of 
original thickness, I'd recommend replacement since they are not expensive. On a passenger car, the driver's side front brake (usually the outboard pad) receives the most wear, 
by far.