If it's safe and eggs are fertile.
Leave her be if you want babies.
If you have some place safer you want her to nest move eggs and her there.
You could collect the eggs but she will probably move the nest to safer in her mind location. But will be harder for you to find.
If you want to...
Is it just one hen.
Give them a different type of nest box
placer eggs in a nest or only she can see them maybe she will start to lay where you want them
Is there other hens in the nest box when she wants to lay and can't get in. So she lays where she can.