You will need an incubator, like Greenwood said, you need to read around and see what you want to spend. They come with directions, but you will need a thermometer and humidity reader to keep those at proper levels. There is tons of tips and info on here in this section.
You will need to set up a brooder like you did before with your chicks and have it ready for the ones that you hatch.
Its not hard, but a little time consuming if you dont get an egg turner. You have to turn them by hand at least 2x a day and keep up with the due date so you know when to stop turning or to take them out of the turner. I'd say the hardest part is getting the temp and humidity correct and having it stay there.
The easiest way (to hatch a few out--not 40 like an incubator) is to get a silkie or cochin or some other broody hen, letting her lay and then sit. Then swap out her eggs for yours. You just have to get a broody that is the right size for what you are hatching so that she doesnt crush them.
Best of luck!