Progesterone changes the lining from proliferation where the cells are just dividing and increasing and growing, to a 'secretory' phase, where the nature of the tissue changes to make it suitable for implantation. This never seems to be explained properly in biology lessons, so I am not sure what exactly it means.
A period comes after the hormone levels drop rapidly, so it is the withdrawal of the progesterone that causes the bleed.
Hope this helps.
It is confusing