She is broody. This is a normal mothering instinct and a natural behavior.
You basically have three options: 1. Give her a fake egg/golf ball and just wait it out. 2. buy some fertilized eggs and let her hatch them. 3. try to "break" her of this behavior
I have a cochin who is broody frequently. I also have no rooster. I just give her a fake stone egg that I have and let her be broody. She will come down when she needs to eat, drink and poop (which is not often.) Your hen will lose some weight and might pull out the feathers on her belly - this is all normal and nothing to be worried about. She will not lay eggs while she is broody. Mine is usually broody for about three weeks and then it takes her another week to start laying eggs again.
You can break her by keeping her in a wire bottom cage so that she can not nest and will give up. There are a number of threads about it on here, just do a search. I tried it once and felt bad so I gave up before it worked but if you need eggs it is worth a try.