If you have a rooster in with your hens, they can breed all year long, which effects whether or not you have fertile eggs.
A hen may only go broody at certain times of the year or not all. Brooding is when she sits on the fertilized eggs to keep them warm, so they will develop into chicks. A hen that hasn't mated with a rooster may still go broody, it's just that unfertilized eggs will never develop. Fertilized eggs can also be put in an incubator to develop, if you don't have a broody.
Hens may stop laying eggs if the days are too short, it's too cold or they are molting. Diet and illness can also effect laying.