How can I incubate an egg without an incubator?

Recently we found a nest of house sparrow eggs in a small tree near one of the windows in our house. The mother came back at least once where we can count, and my mom accidentally moved the curtain while the mother bird was there. She flew away and we haven't seen her since. Today we checked on them, and two out of three of the eggs were gone. My dad figures that it might have been predators that got them. Either that, or the mother tried to move them and hasn't gotten the last one yet. Can birds move their eggs to different nests? And if the mother doesn't come back, how can you incubate an egg without an incubator?