Some folks make hanging nest boxes that can be accessed from the outside. Those are nice and almost required with a tiny coop. I prefer a large coop or barn and like the boxes inside. With our winters, every bit helps. I simply make 16" or 18" cubes. Nothing fancy, out of scrap OSB or plywood, whatever floats up on my beach. I do use carpenter's glue on the joints and shoot with finish nailing gun. Easy as pie.
A very necessary step is to remember a 1x4 or piece of 4" base board scrap to attach across the lower front. This helps greatly to keep the straw or chips inside the box.
One last point. A beginning pullet likes to lay on the ground or coop floor. She doesn't start out thinking about laying way up high somewhere. This is my experience. I place the nesting boxes quite low at first. Raising them later on is fine, the birds usually get it, but not so much the first few weeks.