If bees have occupied the wall of a building, you have several options:
Often the best solution is to do nothing.  The bees have often been in
place for several years before they are discovered, and have not caused
problems.  If the entrance is high or out-of-the-way, so that the flight
of the bees doesn't intersect human traffic, there is often no problem.
If the bees must go, it is critical to realize that you are dealing with
an entire nest as well as the adult bees.  A serious mistake is to poison
the bees, and nothing else.  These leaves behind several pounds of dead
bees, several pounds of brood, potentially many pounds of honey and wax.
This will attract vermin, decay and stink, and the combs can melt and the
honey cause considerable damage to interior finish.  Therefore, if the
bees must go, the nest must also be removed.
Bees can be removed without killing them in two ways.  The wall can be opened,
and the combs removed with the bees (Use rubber bands to hold the combs into
empty frames, after cutting them roughly to size).  If all the combs are removed
and the queen is transferred, the remaining bees will join the hive if it is
left near the original site for a day.  A shop vacuum can be used to collect
bees from the cavity, but some vacs kill many bees because the air moves so
fast and the sides of the hose are rough.  Don't underestimate the difficulty
of this approach!  It requires skill at carpentry and beekeeping, and makes a
considerable mess.  It does, however, work.
Alternatively, the bees can be "trapped out" of the wall.  a long cone of wire
mesh is attached to the entrance (and this must be the ONLY entrance), with a
hole in the end just big enough to allow a bee out.  This serves as a one-way
door, so that foragers cannot find their way back into the colony.  Then a trap
hive is set up right next the entrance (supported on a bracket on the wall, if
need be), with combs and brood and a queen.  The excluded foragers join this
colony, and the colony within the wall gradually weakens, though it can persist
on its stores for quite some time.  Ultimately, the lack of incoming pollen
will curtail brood rearing inside, and it will gradually die out. When it is
nearly gone, the cone can be removed, and the bees outside will rob out honey
remaining in the colony.  At that point the trap hive is removed, and the
nest in the wall can then be removed (or, with some risk, the entrances to the
cavity can be sealed, leaving the hopefully empty beeswax combs inside.
 
The bees in the wall can also be poisoned, and then the wall can be opened, and
the nest and dead bees removed.  It is not simple to get insecticide into the
nest so that all bees are killed.
 
In any removal, an important point is that bees will be attracted to nest again
in any cavity that has been occupied.  Thus the cavity should be filled with
insulation, and all cracks leading to it should be sealed.
 
Beekeepers are called on to remove bees from building walls, and some make this
a sideline or even full time business.  The job is not worth doing for less than
$100, and I have spoken with people who charge $700 to $1000 for it!  It is
interesting to do a few times, but is mighty tough way to make increase.