Hi,
Take another look at the link megcornell provided. It does have info on building a nest and at the bottom of the page is a link to a site with more specific info on building a nest. Hopefully you'll find something helpful there.
http://www.redearslider.com/reproduction.html
The nest doesn't need to be under a basking light, it might get too hot and it isn't necessary. You can remove the eggs as soon as she's laid them.
Honestly, most of the females seem to prefer laying outside to laying in a man-made nest. They like a patch of dirt, perhaps something sheltered where the dirt is soft, like under a bush or in a flowerbed. Turtles can be picky about a site, so if she seems to be having difficulty making up her mind, offer her several options.
First time layers often have several false starts - they'll get very anxious and start looking for a place to lay, then the mood will pass and they'll calm down, only to get anxious again later in the day or the next day. This can go on for days.
If she's very anxious to get out, it's possible she's feeling the need to lay, especially since her body seems to be changing and growing to make up for lost time.
Basking all day isn't a problem - it's a good thing unless she's acting lethargic (tired, sleepy), which is a sign she doesn't feel good. A gravid turtle, however doesn't bask all day - too anxious.
You can feed her every day just so you don't feed her too much. A half a headful of pellets every day is the right amout. Make sure she gets lots of variety in her diet. If she does lay eggs, then be sure and provide lots of calcium afterwards (cuttlebone or phosphorus free powered supplement) as she'll be depleted.