Of the "other" species of bee in the UK, the most common you are likely to come across are the Mason Bees, Leaf-Cutter Bees and other solitary bees.
Solitary bees can sting, but as with most other insects on these pages, will only do so in defence of their lives.
As their name suggests, these bees live solitary lives, and not being part of a colony, will never swarm.
All these bees lay their eggs in minute crevices, they prefer small holes in trees and wood, but will make do with tiny holes in brickwork etc.
The adult bee climbs inside and lays an egg, deposits some food for the soon-to-hatch larva, and then seals the egg in.
The actual species, dictates how they do this - mason bees make up a substance not dissimilar to cement, from mud and water, while leaf-cutter bees do much the same, but with leaves.
How do I get rid of them?
There is absolutely no need to 'get rid' of solitary bees - if you really feel the need to evict them from their homes, wait until early summer, when the bees will have emerged and flown away, and then fill in the holes they were using.
Perhaps as recompense for bunging up their hole in your house, you could provide them with a small wooden house in a corner of your garden - they can be purchased from garden centres, and will provide a home for up to 50 solitary bees the following year.