if you are going to go through the whole thing frame by frame, it might be worth it to use smoke. i don't a lot of times, but i tend to lazy beekeeping. i also find it easier to spot the queen when the hive has not been smoked.
don't worry about it being small. if you got the queen they have time to build up and do well. got one last year that was a bit bigger than a softball and it turned out to be a great hive.
i'm with JP. i give a swarm about a week and then i make sure i have a queen. by the end of a week, she should be laying. sooner if you put her on drawn comb. if you wait more than a week and you don't have a queen, the bees will either have drifted off or you'll have other problems.