All my Muscovy girls have laid, but as Fleecewife says, not as prolifically as hens and very seasonally. They also go off lay if anything upsets them - and pretty much any kind of change upsets them... But Oh! the eggs! Just to die for. And the meat is brilliant too.
I've always had a drake when the girls have been laying - but I haven't enough experience to tell you whether they will lay without a drake about.
They need a good hiding place to lay, they are very security-minded. Mine had an old dog kennel with lots of straw in, at the very back and not facing the doorway inside a dark small store; they'd make a nest way way back inside the kennel, and buried deeply in the straw, not visible; you had to crawl into the kennel and feel about to find them.
I did wonder whether maybe your girls have laid but have hidden the eggs so well you've not come across them!