Depends on the size of the swarm. If it's covering about 4 frames it's a nuc and provided the Queen is with it it should be able to build up, best thing to do is to give it some feed to help it draw out the comb.
It's very difficult to get every single bee from a swarm, some are always flying round as you first approach them. The flying bees which you disturb when you gather the swarm will sometimes loose sight of what they're doing and either go 'home' or persist at trying to settle in the original swarm sight.
Generally I leave my skep propped up slightly for about 20 min and most of them find their way in. If you watch them you'll see if bees are mostly going in or mostly coming out, if it's the latter the Queen has been missed.
Swarm gathering is complicated by the location of the swarm I once had one at the top of a tree, triple extending ladders and me on the very top of them. Got the swarm down, left the skep propped up went back an hour later they were all in the top of the tree again. Having risked life and limb once they stayed there and eventually moved into a house opposite.
12 months later they swarmed again into the guys cherry tree and I gathered them from there.