1.  Find swarm.  If the swarm is someplace you can reach with a ladder, and isn’t inside a wall or tree-trunk, you’re all set.

2.  Put on protective clothing, especially gloves!

(that’s me in the middle)

3.  Put an empty hive out in the place you want the bees to live.
4.  Find a bucket.
5.  Set up a ladder so you can reach the swarm.
6.  Climb ladder and brush swarm gently into bucket with your hands.  Most of the bees will fall into the bucket in clumps.

7.  Show off bucket of bees to admiring friends and family.

8.  Pour bees into new hive.

9.  Voila!

(Close-ups taken by me; photos shot from a safe distance taken by my friends and family)