My female laid an egg then a week later she laid 4 more. Out of that batch one hatch this was about a 3 weeks ago. Now she has laid 5 more eggs. She is sitting on all of them and the baby is stell in the nest box is this normal?? What should I do??

Incubation period is 18-21 days, so if your eggs are 3 weeks old odds are that they are infertile.
Birds will lay eggs every couple off days until the clutch is complete, usually about 4-5 eggs, (don't quote me on that)
Here is some info on cockatiels breeding and other resources, there is also some info on candling the eggs to check development, this has to be done carefully in order to avoid damage to the embryo, so read it very well.
Good Luck
Cockatiel Egg-laying and Incubation

SHe is most likely double brooding which means that a cockatiel lays a second and in your case even a third batch of eggs while still dealing with the first. Cockatiel eggs have to be incubated between 18-21 days (with a few days in either direction sometimes) before they hatch. And the clutch numbers are normal. Cockatiels usually lay 3-8 eggs per clutch with the occasional exeption for the clutch to be as few as 1 or 2 or as many as 10-12. To tell the fertility of eggs there are 2 main ways, one way more accurate then the other though and more fool proof. There is the less foolproof way of the color of the eggs, if it's white it's fertile, if it's pinky it's not. The other more foolproof way of candeling the eggs using a flashlight. Peoples personal preference on when to candle an egg ranges in time. Don't candle your eggs before 4-5 days as it will be very hard to tell if there fertile or not. A fertile egg will have veins or even a black blob which is the chick, depending on when you candle them.