It's up to you. They don't really seem to care much--mine will use the nest boxes sometimes, but not others. Their favorite spot is a corner of the pen (NOT in the house), where I place extra straw for their convenience (and so that the eggs are cleaner when I collect them). But they do use the nest boxes in the house sometimes, too. I always check both places, plus they leave them lying around the pool as well.
So it just depends on whether you want to try to encourage them lay somewhere in particular or if you're fine with them wherever. I generally put a golf ball where I want them to lay, and they will lay there more often than without the golf ball.
Enjoy the eggs!
