When you say its' a bee's nest, what kind of nest?
Many gardens have nests of wild bees, which are prefectly natural. If the nest is in some kind of hole, or crevice, then simply leave it.
A sqarm of honey bees is a different thing. A swarm is a mass of bees, about the size of a football, usually in a tree or a bush. In that case you should contact a local bee-keeper.