Firstly welcome to FF.
They say to keep it in a long as you can, but it should be absorbed quite quickly, (approx. 20-30 mins). If you are like me and developed very loose bowels whilst on cyclogest, you may want to discuss using the other route with you're clinic!! (vaginally).
Hope this helps a bit, good luck with your treatment.
I wondered about this too when I was using them, so I asked my clinic and they said that after 20-30 mins the progesterone has been absorbed by the body and anything after that is just the waxy, carrying substance that is used to make the pessary.