There are several different ways you could approach this. Many people build a separate enclosure with a nest, food, water, and a little room for her to poop, and leave her locked in there the full time, either in a totally separate building or room or right in the coop. I do it the way people have been doing it for thousands of years on small farms; mark the eggs and stick them under the hen all at the same time, then check under her once a day to see if any strange eggs show up. There are other versions of these basic themes. Neither is the only right way or the wrong way as both work.
You should select the eggs you want her to hatch and start them all at the same time. That is important either way. If you have certain hens that you want to hatch their eggs, then of course you’ll select those. But in general you want an egg that is about the same size the hen normally lays. Unusually large eggs or unusually small eggs generally don’t do well in incubation. This is in comparison to what size she normally lays. Bantams and full-sized hens will naturally lay different sized eggs so you can’t just go by size if you have a mixed flock.
How many eggs is a personal choice. I like at least four because not all eggs always hatch. You want enough to have a pretty good chance to get a couple of chicks. But if you get too many the hen will have problems. That’s part of why you need to remove any unmarked eggs daily. Hens and eggs come in different sizes. Some bantams would have trouble covering more than four regular-sized eggs, but most hens can easily cover about a dozen eggs the size they normally lay. I have had hens that could cover several more than a dozen of the size they lay, but I like to set the upper limit at twelve.
You do not have to candle. It’s a lot of fun and many people do. You can follow the development of the chick in the egg by candling, but many of us never candle eggs, especially under a broody hen. To candle an egg you look inside the egg using a light in a very dark room. There are different techniques to do that. There is something in the Learning Center up at the top of this page about candling. If you have dark brown eggs or green eggs, it can be difficult to see much inside, even with a good light.
Good luck!