Share 'Nest Boxes'

Since I'm in a townhouse, I have very limited space for placing feeders. I was thinking of getting a window mounted nest box to place on the side of the house. (Can't get to the window now because the snow is too deep.) What's neat is that I'd be able to see the nest from inside the house. What's required to set up a nesting box? Do I need to place food in it to attract them? I'm thinking I'd...