I agree with Clanad,
Queen Honey Bees NEVERR leave the hive,unless they are a second Queen,in which case they take a "swarm" with them,mate with as many males as possible and then find a new hive (usually supplied by a friendly beekeper,who gets a whole new hive population for free).
On the other hand a (wild) Queen Bumblebee at the end of the year will seek somewhere to overwinter.She is the last survivor of her (usually) underground nest.All her drone/workers will be dead by now because of the lack of flowers fror nectar.She will have inside her thousands of fertilised eggs,which she will lay in the Spring,they will hatch into workers who will go out and forage for nectar to feed the brood that the Queen will be laying.
Also as Clanad says,the only thing to do really is put her outside and hope she finds somehwere to hibernate until the Spring.