Is this a ?wild? colony of bees that are being removed from a building? Or was the colony in a boxed hive and is now being moved?
If its a wild colony of bees, you are probably only getting the bees and maybe the queen. I say, maybe on getting the queen, as she is hard to find, she will actually run and hide. Trying to find the queen as she moves around among 30k to 40k other agitated bees is difficult.
Lets look at what the bees will need to survive the winter, namely a home with drawn comb, enough bees to keep the queen warm and enough honey to sustain those bees through the winter and long enough for them to collect the spring nectar flow.
The magic word is enough, if you determine that the colony will have enough to survive the winter then I say "go for it". If they don't make it, all you're out is you time and effort.
Keep us posted on your decision and progress.