If the bees are already lodged in a chimney, roof or wall space, and have been there for some time (weeks, months or even years), then they are a well established colony, with combs of honey and young bees. If the bees have only appeared within the last few days, or if they are clustered in the open hanging from a branch of a tree or bush, then you have a newly arrived swarm, with bees only, and probably no combs built yet. (see pics above of a swarm clustered.)
In either case, if the bees are causing a danger to you, children or livestock, then call your Local Authority (Council) Pest Control Officer or an independent pest control company. They will probably make a charge for this.