Here in Manitoba the bees usually show up in long cardboard tubes rather then the traditional screened box. Getting the bees into the hives with these tubes is a lot easier then a square box. In the pictures you can see the long tubes with vented plastic end caps on both ends.
The hive is prepared by removing 2 of the center frames from the hive so that the bees have an open space to slide into. The end cap is pried off and the queen cage needs to be found. In the picture you can sea a green fiber being pulled out, the queen cage is stapled to it. Once that is out then turn the tube over the hive and with a quick downward jerk the bees flow easily into the hive.
Take the queen cage and check to see if the queen is still alive. If there is a cork in the hole then remove it and place some candy into the hole so that be bees can eat her out slowly. Or if you want to leave the cork in and come back in a day or so and release the queen that will work too. Carefully slide the 2 frames into back into the hive, and close the lid.