These are normally solitary, and nest in cavities of buildings which they sometimes excavate themselves by tunnelling through soft brick mortar. Severe damage can occur over several seasons. Their presence may be distressing but they are normally harmless as their sting cannot penetrate human skin.
Treatment for Masonry Bees
Thorough repointing with sound mortar to fill all small holes is the only answer. Insecticidal treatment is normally necessary and can be applied directly into the entry holes.