If you are in a bee club you could ask when swarming usually starts up in your area, or look in the phone book under apiaries in your area, they can tell you as well. Your department of agriculture may be able to direct you to someone who could tell you as well.
My swarm season generally starts in early March. This year I caught one on February 27. Last year it was March 1st.
Like Bailey said its better to be ready before hand.