Whilst the pollen grain develops in the anther, the ovule develops in the bud of the early growing flower.
The cells inside the ovule, known as megasporocytes, are where the journey begins for every ovule that wants to become a female gametophyte. Remember, the female gametophyte is the female element that is required for pollination and fertilization to occur in flowering plants.
Beginning as a single microspore within the ovule, through meiosis it produces four megaspores. Soon after they are produced, in most flowering plants, three will disappear leaving the fourth to go through three successive divisions.
The one remaining megaspore will divide once to become two, once more for two to become four, and once more for four to become eight.
Once this occurs, the ovule contains eight megaspore nuclei that then become rearranged in a special way to form the megagametophyte. This structure almost completes the development of the female gametophyte.
With a few more small changes not mentioned in detail here (growth of integuments, development of the micropyle, cell wall development around some of the eight nuclei, and in most cases fusion or joining of the two central cell nuclei) we now have a female gametophyte that is ready to undergo pollination and fertilization!
Bring on the pollen grain!