There are so many options for how to build nesting boxes. Horse N Hound sells 5 gallon buckets that you could attach to the wall of your coop with bolts. You could use milk crates, old book shelves with plastic bins - there are many options. We decided to build ours. They took half an hour and were very simple to make.
1 1x12x8 piece of wood
2 scrap pieces of wood about 2 feet long, 3 inches high
Click here for step-by-step instructions