Pay close attention to your female for the next few weeks, and if she is ready and able to breed, you will see 2 eggs beginning to form in her belly.

During this time, your female is going to need more calcium than normal, so make sure that you are dusting your insects regularly and that there is a dish with calcium in the cage for her.

Nest boxes are pretty easy to make. Just use a tupperware container with an entrance hole cut into it, with damp (but not wet, just moist enough so it sticks to your fingers) vermiculite as the substrate inside the container. I've heard that they are more likely to lay in their normal humid hide, so if you already have one, you can modify it to be a lay box. Better yet, make 2, or 3 different lay boxes so she can choose which one suits her the best (they can be picky sometimes).

For your first incubator, I'd recommend a Hovabater Incubater with a thermostat. I think LLLReptile sells them for $40.

And this page should answer any and all of your questions: http://www.anapsid.org/lepgeckbreed.html