Barred is right. A hen that goes broody will do so with or without a rooster, whether or not the eggs are fertile--and whether or not they are wooden eggs.
It also has a lot to do with the breed of the bird. A lot of chicken breeds have had the broodiness bred out of them and will never be setters. Among my own hens, the best brooders by far were black Australorps, but I've also had a Brahma and a Wyandotte go broody.
When a bird goes broody she sets in the nest for days, growls (or pecks) when you go to take eggs, and tears out her own breast feathers so she can better incubate the eggs.