APS, you are mostly correct. Although, they do not build nests per se, they do prefer to lay their eggs on gravel or similar small stones. Killdeer hatchlings are precocial; meaning that very soon after hatching they are able to walk about and forage on their own.
Killdeer eggs
If you approach a Killdeer and it does employ it's broken wing behavior, you can be sure you are near it's nest. Otherwise they will pretty much ignore your presence if you keep your distance.
Image of Killdeer sitting on eggs, taken from remote nest cam.
