Go ahead and set them up. While it is possible a swarm will move in, it is highly unlikely. A wild swarm is just a package that arrives by flying themselves instead of flying in by UPS
Unless of course you are in African bee country, which I think that you are not.
Wax moths won't typically bother foundation, and you could get a little wasp nest, but they won't have time to do much.
If it gets too hot or sun though you could get your foundation melting...so that is a good reason not to.
What to do while waiting? Read, plan, plot. You could see about getting on some swarm lists.
But now would be a good time to take up a more lucrative hobby