How long have you had them, and were they sold as a pair? They just may need more time to adjust.
You could build them a nice nest box, with a front, so they have privacy. Get a nice nesting bowl such as the ones available from a pigeon supply house or even a dog food bowl will do, if it is spill proof, and that it won't tip over.
You can give them scraps of paper or clean pine needle twigs, or tobaco stems.
However, if they don't mate, or you have two hens, or two males, you won't have any eggs at all..or eggs that aren't fertile.
Make sure their coop is weather, wind and predator proofed. Any openings larger then 1/4 inch should be closed off with 1/4 inch hardware cloth.