It's quite frightening when I have to look for them. I've stepped on a nest before and didn't even notice the hen.
I can tell with most of the hens a couple of days before they decide to sit. Sometimes I can follow them to their nest then. Other times I have to wait for the hen to leave the nest to feed, bath etc. They tend to make quite a lot of noise when they meet other chickens. That constant clucking usually lets me know there is a broody hen around somewhere.
I also have a theory (I'm writing a paper on it) that hens know they are going to sit when they are laying the eggs. I get hens here that lay eggs in the coops for a bit then one day you can't find their egg from then on. I know pretty much which hen lays which egg, they are all different.
What I've found is when they change egg laying location, if you let them be, they will sit on those eggs eventually.
Don't get me wrong; I'm not saying this is a fact, it's just something else a Finnish chicken keeper and I are working on.
The paper is not going to be well received by much of the chicken world if it gets published, because it implies that a hen may plan her clutch when she lays that first egg. It also implies that the hen makes a risk assessment of her laying site with regard to sitting and hatching.
The 'oh for *** sake it's just a chicken', do not like any higher level of intelligence attributed to a chicken!