Well, it depends a bit on where she is in the pecking order. If she's easily bullied, I'd mover her out, even while she's just setting. If she's not bullied, you can leave the crate/nest in the main part, with the door off the crate so she can get out and get food and water, and poo, which she'll do once or twice a day.
When she's near to hatching them, or, the day they hatch, I'd move the whole thing into the other room with feed and water available, so she (and they for the first few days) can move around freely and get feed and water, she'll bring the chicks out when she's ready to present them to the rest of the flock.
If she's a super top hen, and there's no way other hens will dare interfere so she'll be able to protect her chicks, well, you could leave em in the main part and let her handle it.
Sorry not to be of more help, but there are many variables.