You don't absolutely have to incubate them. Females do it in the wild all the time. As long as you can provide her with everything she needs, such as the right humidity, temps have to be steady, etc., then yea mamas can incubate the eggs.
I prefer to incubate them in an incubator. I can control more of what's going on with the eggs that way, plus I like being able to get the females back to eating as soon as possible.