Silly question, but are you sure they were fertile. My peahen also laid for the first time this year, but we never saw her "with" the male and every egg she laid was not fertile. I'm not sure, but I don't think they were old enough - the peacocks , that is. I have incubated peafowl eggs...
I found this article while searching for info - I am also a first timer in trying my luck at hatching Peafowl eggs. Hope it helps - seems pretty straightforward.
http://www.peafowl.org/ARTICLES/4/