Do you intend to mate her or are you just expecting infertile eggs?
I put a container in the cage that when empty, is big enough for the female to fit into with a couple of inches to spare on all sides including above and below her. Fill it about 2/3 full of washed playsand that is moist enough to hold a tunnel.
When she is digging, don't let her see you watching her.
She may dig several test holes or she may dig just one hole. She may dig it for several days until she is satisfied with it. She should turn around bum down and lay the eggs. It happens most often in the late evening. Let her lay them and bury them completely before you dig them up. If they are infertile, I still dig them up to see that they were laid and to see how many were laid.
If they are going to be fertile, you will need information on incubating too...so just ask.