They have an awesome sense of smell. They will fly until they smell a hive and then humbly approach the guards and be admitted.
Bees and homing pigeons use the same methods of finding home. Sight (landmarks), smell (wind currents), sun ray angle, and magnetic fields of the earth. Pigeons can find their way home from over 1000 miles, bees can do from a mile or so. Don't believe me, mark some bees and have someone let them go a mile or so away--they'll be home before night fall.