The size should be approximately that of a milk crate. You can either construct one yourself, by getting wood from a lumberyard, or you can use an old milk crate. You can also buy these from feed stores, and online shops.
Once you have the actual nesting box ready, make sure you put hay or straw at the bottom to make it soft, and keep the eggs from breaking. If the crate you are using has a front entrance, make sure it is slightly higher than ground level to prevent snakes and rats from getting into. If it has a top entrance, this won't be a problem. You also need to keep it away from the wind, otherwise the hens won't use it, and make sure it stays dry. Any time you notice that the hay or crate has gotten wet, you need to add more hay and make sure it is dry.
Once you have the actual nesting box ready, make sure you put hay or straw at the bottom to make it soft, and keep the eggs from breaking. If the crate you are using has a front entrance, make sure it is slightly higher than ground level to prevent snakes and rats from getting into. If it has a top entrance, this won't be a problem. You also need to keep it away from the wind, otherwise the hens won't use it, and make sure it stays dry. Any time you notice that the hay or crate has gotten wet, you need to add more hay and make sure it is dry.