Yes, they will sting if really provoked, but they are reluctant to engage with humans - they like to keep themselves to themselves. However, if you attacked their nest they would be aggressive.
They usually nest in hollow tree trunks or old buildings - we had a nest in the chimney of the farmhouse where we lived when I was a child. Pa lit a fire and kept it going for several days and they moved on.
One thing worth noting is that like moths, they are drawn to light, and at night they have been known to fly into windows if the light is on and the curtains not closed.
In fact at night they are so drawn to bright light that I've seen one after another fly into burning garden flares at an evening BBQ and immolate themselves.