2 months ago a hen appeared in my garden shed. NOW,she's hatched a chick.How do you think this has happened?

Mate, call your local law office and get it removed legally, you could lose the title to tour house if you touch them. Chickens fall under the migratory birds act due to political reasons between the US and Russia. It makes no sense but that's the way it is. DO NOT TOUCH THE CHICKENS!!! You could get in real trouble, the state has control over your land in the end and a bird which isn't owned by anyone is property of the state.