Good luck Art. It's not uncommon for that to happen, especially if they've been fed a lot. I caught upwards to 40 swarms this year, some of the latter swarms were cast out of the hives holding the first swarms.
Get a super, queen excluder, strap, towel, lid, at a minimum. Put the QE over the bottom board and under the bottom super. Shake them in it, throw the towel over the top and watch. The thick towel is a way to gently force them down between the frames. The QE keeps the queen in.
Watch for them marching into the entrance or poised there with their buts in the air fanning. If that happens you got her. If you got her you got them. The strap will help keep everything together. The QE will allow the bottom board and bottom super to separate extremely easy.