The only thing I've done to "train" the chickens to lay in the nest boxes is I put a golf ball or two in there before they started laying. But, even when I hadn't done that, I once acquired an adult hen, and she automatically went to the boxes, and the others kind of followed suit.
kidasoto, others have talked about using the curtains, and once they put them up, the hens don't go in there except to lay. It hasn't been a problem for me. By getting red in the face, they're referring to the fact that pullets that aren't ready to lay yet have pinkish combs, and the skin around their eyes is kind of pinkish. As they get more mature and ready to lay eggs, their combs gradually turn from pink to red. It's a good sign of when a chicken is getting old and mature enough to begin laying eggs.