Sometimes you get lucky and the bees just come to you. A bit of luck and a bit of planning is what it takes to make it happen. I walked out to enjoy the morning on a lazy Sunday and discovered a swarm from a neighboring hive had decided to move in to a bait hive I'd set out on the cardeck.
I use guidelines gleaned from the wisdom of Dr. Tom Seeley, who has studied bees for over forty years. He found that bees prefer hives that are approximately 1.7 cubic feet in volume and have a small opening, roughly the size of the smallest entrance for a commercial entrance reducer. It works best if you give them at least a single piece of empty comb. Better not to have honey comb in there, since other bees robbing will deter the scouts from choosing this as their new home.
The last part is to use a chemical lure. Some use synthetic queen pheromone, but I use lemongrass oil, since it contains 4 out of 7 of the volatiles found in the queen pheromone.
Then sit back and wait for the bees to find you.
I have been lucky so far as to have three swarms find my apiary this spring. The other two were my second favorite way to catch a swarm. They moved into the stacked equipment I have stored in the open under the car deck. I store the supers this way so I don't get wax moths, and almost every year I get a swarm interested.
The other way I catch swarms is to actually go and get them. I've caught three this year, though two were from hives I manage for other people.
Catching a swarm is usually pretty easy, so long as they have landed in a place you can reach, and on a branch far enough out that you can shake it above a box. I prefer cardboard banker's boxes, since you can use the lid to catch stragglers. Just hod the box under, make sure you're ready for the weight of the cluster as it falls, and give the branch a good shake. The bees fall and you're supposed to catch them, and most importantly, catch the queen. If the queen makes it into your box, the rest will follow.