I would treat the swarm with an either Apiguard or Apistan (as you will not really get any honey from them in the first year anyway), and it should see off any varroa that they may have brought with them. Also inspect with an experienced beekeeper to make sure they do not carry anything like EFB or AFB - there were outbreaks up here in Scotland last year!
feed the swarm with a decent sugar solution for three weeks or four weeks and the bees will be strong enough to return you some honey especially if you have lots of willow herb , heather & ivy around you .
the okld saying
A swarm in May is worth a load of hay ,
A swarm in June is worth a silver spoon
A swarm inn july ain't worth a fly .
really only applies to non sugar solution fed bees .. my pals and I often fed syrup from March to September to get " express honey " from mid April to mid August .
The sugar was unfit for human consumption white sugar stuff from a sugar beet factory at pennies per KG
don't use brown sugar.. it tends to giver the bees the craps.
When this scrap was not availabe I contacted my local Lidel store and got a good price on a pallet of 1kg bags of white sugar.