Well the reason they are going there is because of the Queen.
Since you may have not done this before I don't recommend smoking them to remove the queen. Anything you may spray on them may not kill the queen she is well hidden and any bees that aren't in the nest will just return and if they get p'd off at you uh watch out.
If in a socket or attached to the wall, odds are there may be more inside the house.
If it were me I'd first find out what type of bee it is, compare to pictures on the net then have someone professionally remove them.
I don't recommend kill sprays because #1 toxic and deadly to the bees #2 toxic to YOU and #3 they never get them all and you're right back where you started.
See if there are any apiaries around where you live, people that actually operate hives and produce honey. That is your best bet, they can give you recommendations and even direct you to someone who can remove them humanely and without toxic chemicals.
Cats only have nine lives because they stole them from dogs!Teehee