Yes, you do put a space in front of three of them, but not in front of four of them. The open questions are whether to use three or four, and whether to put spaces not just fore or aft, but between them. The short answers to those two questions are respectively
that you use four without a leading no-break space if it is the end of a sentence,
and that you almost always want to set them with thin no-break spaces between them, but this varies a bit depending on your face and point size.
Here follows a longer and more professional treatment. . . .
In his The Elements of Typographical Style, Robert Bringhurst writes on page 82 of version 3.2 of that book:
Most digital fonts now include, among other things, a prefabricated
ellipsis (a row of three baseline dots). Many typographers
nevertheless prefer to make their own. Some prefer to set the three
dots ﬂush … with a normal word space before and after. Others
prefer . . . to add thin spaces between the dots. Thick spaces (ᴍ/3)
are prescribed by the Chicago Manual of Style, but these are another
Victorian eccentricity. In most contexts, the Chicago ellipsis is
much too wide.
Flush-set ellipses work well with some fonts and faces but not with all.
At small text sizes – in 8 pt footnotes, for example – it is generally
better to add space (as much as ᴍ/5) between the dots. Extra space may
also look best in the midst of light, open letterforms, such as
Baskerville, and less space in the company of a dark font, just as
Trajanus, or when setting in bold face.
[. . .]
In English (but usually not in French), when the ellipsis occurs at the
end of a sentence, a fourth dot, the period, is added and the space at
the beginning of the ellipsis disappears. . . . When the ellipsis
combines with a comma, exclamation mark, or question mark, the same
typographical principle applies. Otherwise, a word space is required
fore and aft. The ellipsis is a graphic word.
I should add that if you do use thin spaces to space out your dots, you want to use U+202F
NARROW NO-BREAK SPACE, not U+2009
THIN SPACE, because it is a single symbol, and must not be line-broken. You probably also want to control the line breaking before the three-dot form of the ellipsis by using U+00A0
NO-BREAK SPACE there. Notice how different these four scenarios work out:
- No spaces: stuff ... here
- Font ellipsis: stuff … here
- Thin spaces: stuff . . . here
- Thick spaces: stuff . . . here
Which for me looks like this:
To my mind, the ﬁrst two are both too skinny, and the last one looks too fat, leaving the third version to occupy the so-called Goldilocks position of being “just right”. It is indeed option number three, the one with thin spaces, which I have used in this posting – except when demonstrating alternatives.