Huge swarm of bees in tree

We were working outside when all of a sudden a huge swarm of bees congregated on a branch in the tree. No hive there it was like a resting spot or something? A few hours later they were all gone. We were tickled to see bees on our land that we bought a year ago and have been healing. We do not know where they went. Is it possible to build a hive and bees like this would populate?

Yes, if you can convince the swarm that your hive meets all of their needs.
Swarms like to move into cavities that are high above the ground, so they don't move into ground-level hives very often. That's why beekeepers like to put up smaller swarm traps and transfer the bees from there into a regular hive.
Look up "swarm trap" to get more details on how to build and deploy these.