As others have said, mine just dig holes wherever they fancy. My run has a roof and is open to the dirt (mainly clay) underneath and I use leaves as litter.
I put some tree stumps in a row and created a little area that is partly under the coop and sometimes I tip some wood ash or fresh dirt in that area. They certainly use that area a lot for dust bathing but sometimes the urge just takes them and they dig a hole where they happen to be standing at that moment. Particularly in the winter they dig holes where the sun peeps in.
There is nothing more peaceful than watching hens dust bathe together, so make sure you get a good viewing seat for yourself!