She is broody.
Happens as you see but is not optimal. Everything progresses same as during warmer months unless eggs chronically cold before setting starts. Normally eggs take about 21 days to hatch, if cold prior to start of incubation then a day or two can be added to time required for some to hatch causing greater dispersion in time between first and last chicks to hatch. Nutritional needs of chicks harder to meet unless you provide some sort of chick grower. Chicks in extreme cold spend a lot more time getting brooded by hen and I think do not get enough physical activity for developement.
If really cold outside, low humdity in contact with eggs may reduce hatch rate.