If I am not mistaken a hen night is the party that you prepare for a girlfriend before they get married? The ones I have been to have really been arranged around all the loves of the friend in question. So, if they loved dancing...pole dancing lessons were arranges and/or salsa classes. A night club, music, good food and/or movies.
It really depends on the loves/hobbies of the friend you are having the hen party for. All the best and have lots of fun.