Hi Jessie, welcome to Permies! Do you know if the hen has been messing around with any roosters? If not then the egg isn't fertile and won't hatch.
If the egg is fertile then it's pretty hard to get them to hatch on your own. 21 days of the correct temperature, humidity and keeping them turned on a frequency. Hens are good at doing that. Incubator machines are good at doing that. It's probably hard to do on your own.
Give it a shot, you never know.
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