With the leghorns, a breed focused mainly on egg production, you can get fertile eggs simply by having a rooster around to do his job. Having a leghorn hen that actually wants to set (go broody) and hatch her own chicks is rare. Not impossible, but rare. The broody gene has been pretty much eliminated from the breed because leghorns are designed for heavy egg production and a broody hen is not laying.
To hatch leghorns your best bet is an incubator.
If you'd like to see it done the old-fashioned way and there is nothing sweeter than watching a hen brood, hatch and raise chicks, you might want to look at one of the heritage breeds. In them the broody gene is alive and well. Some of the best broodies and mothers would be the buff orpingtons, the brahmas, cochins, and on the smaller scale, silkies, seramas, and old english game hens. When you get yourself a broody hen, slip some fertile leghorn eggs under her and let her do all the work.
The cock needs to be comparable in size to your hen/hens, just because a young cockerel or rooster locks on and goes thru the motions doesn't mean he's gettin the deed done. A Banty rooster can jump on a big hen and never make "contact", but he still puts on a helluva show.