First Time Is A Failure

Did you have the medium filled with frames or just partial with 4? Hopefully it was full so they didn't slide around too much. Good luck next time.

Had only partially filled with 4 (thought I needed room to drop the swarm in). When I opened it they had slid around. That is #5!

#6- add a frame of capped brood to the box when shaking in the swarm. less of a chance for them to leave that brood. they adopt very easily

Definately close the hive during transport. Comb helps but is not necessary. Finding the queen and caging her is really important IMO, let all the bees go inside then pickup towards evening or next morning. I'ver never tried a frame of brood, I think carrying it around, keeping it at the right temperature on hot days would be a deterent from me. Also another step, have to go to the yard find a frame of mostly capped brood then drive to the swarm and hope they didn't leave. Not a bad idea if the swarm is from your yard just down the street or something.

I tack nail the 2 end frames to the box thru the frame rests to keep them stationary, or if in a hurry wedge-in a piece of wood/stick

#6: Understand, but am so new do not have any comb yet. Am reluctant to raid my brand new hive which is still in only one medium.

Keep the mistakes coming, they are all helpful and will help me to do better next time.

I just use a cardboard box with the bottom taped shut, and more tape for the top when all are happily inside. If you can find the queen and put her in a queen clip, you got all the bees if you are patient.

Use a queen excluder as a "queen includer" between the bottom board and the hive body, but the queen must be in the box, not on the wrong side of the includer. Leave on for close to a week then remove. I haven't had a swarm or new colony abscond since starting this. My mantra when hiving new bees, "let the bees tell you where the queen is."

I try to use the hive box I'm going to leave them in as a swarm catch box, I put all the frames in, with one or two with old empty comb. I put in a few drops of lemon grass oil. After I shake the swarm into the box I replace the top, I pull up my portable chair and watch, if I got the queen into the box the others will start marching in, and if some of the bees at the entrance start fanning I know the queen is in the box and I either leave it until late evening or wait until all the bees are inside. If they gather on the outside of the box I get a dust pan or piece of cardboard and scoop as many as I can into the box. The bees will tell you if the queen is inside and has accepted it as their new home. I close off the entrance before moving them and open it after dark.

Are you sure you had the queen? The only time I've gotten home with empty box like that, I did not have the queen.

No, I am not at all sure I got the queen. The swarm was in a tight ball about the size of a small football, so I assumed I did, but am not sure.

That's why the old saying "live and learn" holds true.
Like Stan said, hive them in the box you are going to keep them in. I don't mess with buckets, pails, or cardboard boxes. Hive them like you were hiving a package.
Use screen to block the exits and provide plenty of ventillation.
The queen "includer" is a good idea that I used years ago when I did not have comb. Comb... is gold.