Make a cone out of window screen so the bees can leave but not re-enter the hive. Mount a hive body or Nuc if the colony is not to big next too and a little higher than the entrance.
Smoke them and take a piece of sturdy wire or wooden dowel and find out how deep the nest is. Then use a piece of absorbent cloth like bath towels are made out of fasten it to your probe and apply some honey robber to it, jam it into the entrance and staple, tape or nail your cone trap over it. The bees will leave and fly around confused and mad but not being able to re-enter the hive will fly into the new box conveniently located in the area of the entrance of the mother hive.
If you can, a frame of brood suitable to rear a queen form with the nurse bees will entice them to take up residence in the box. They will feel queenless and will start to raise a new queen. Don’t forget to give them a frame of honey and pollen.
The whole process might take a few days. Getting them out of a tree or building without sawing down the tree or cutting a hole in the building is a lot tougher and requires more time. But when it works you spare a tree or building and get a colony of bees. I have to say swarms are much easier. Be prepared for a little work.
The Busy Bee teaches two lessons: One is not to be idle and the other is not to get stung.