This reminds me, on Sunday one of mine laid her first egg. Outside the nest box on the other side of the coop. I think it just takes them a little time to figure out where to go. And don't be surprised if they all use one nest box!
Also, being patient when they first start laying is so hard... I am struggling with it now. One started to lay about 2 weeks ago. She has laid probably 10+ eggs. The other three have been slowly getting started. One is starting to lay every other day or so, but the other two have laid basically one egg each. I'm waiting for regular laying to start, but it seems it will never happen. I have one egg a day, and occasionally 2 eggs. Every day I think, "Maybe today will be the day I get 3!" Still no luck with that. It's maddening! haha