OK, you've hived and fed your bees. They are flying. This is exciting!
If you haven't done it already, it is time to release your queen. This is a step that can cause some trouble, and it is one of those steps that a new beekeeper should do by the book. There are two things that a beekeepr should try to avoid: injuring or killing your queen, and allowing her to excape. Here's the right way to do it.
Your queen should be inside the cage, suspended between frames in your hive. Since she's been in the hive for a few days, the workers will have built comb off the cage and attached it to the frames. You will need to open the hive and pull the cage out from between the frames. You may need to pull firmly, and you may need to remove an outside frame or two to reach the cage easily.
Almost all queen cages for packages produced in California come in one of two forms:

The wood cage on the left is called a California cage, and on the right is a JZ BZ cage. The goal of releasing the queen is to release the queen into the colony without risking her escape. To do this, you provide a path out of the cage that is blocked by something the workers can remove over the course of a few hours, keeping the queen inside until you can put her back into the hive and seal it back up. In this case, the barrier is a piece of bee candy.
If you have a JZ BZ cage, or a California cage with a candy plug, the process is straightforward. Remove the cap on the candy plug and poke a hole through the plug. What I generally do is take a wood screw and screw it into the candy and then pull the screw out. This removes a small amount of candy from the center of the plug, but not enough for the queen to escape. You want to leave at least half of the candy in place. The workers will eat their way though the candy and release the queen. The hole in the candy makes it easier and faster for the workers to remove the plug.



If your California Cage has a cork plug, you want to replace the cork with some marshmallow, but leave the queen inside. The goal is to remove the cork without releasing the queen. To do this, you'll want to prepare some marshmallow - you need about half of a mini-marshmallow. Squeeze and knead it into a messy, sticky paste. When the marshmallow is ready, you will want to carefully remove the cork from the cage. Be careful to watch the queen and wait until she is at the opposite end of the cage, facing away, before you remove the cork. When you remove the cork, immediately cover the hole with your finger. When you're ready to place the marshmaloow, again wait until the queen is facing away from the hole and at the opposite end of the cage. Remove your finger and quickly place the marshmallow in the hole, Make sure the marshmallow is firmly in place.
Regardless of which cage you have, you're now ready to place the queen cage back between the frames. Put the cage as close to the same location as possible. Make sure that you are careful to suspend the cage between frames at the top of the hive. If the cage falls to the bottom, it is likely the queen will die. Once you've replaced the queen and her cage, go ahead and seal up your hive.
You will want to check the cage again in a couple days. The candy should be gone, and you will find workers wandering around inside the cage. Remove the cage, reposition the frames to minimize and remove gaps between frames, and button the hive up again.