Don't just put the two hives together and let the queens battle. You might end up with just one queen that is injured. Decide which queen you want to keep, and kill the other one.
The newspaper method works well, you can put a couple razor blade slits in the paper if you want. Don't give them an upper entrance, just provide some ventilation.
The best thing to use swarms for is drawing foundation. The bees gourge themselves prior to swarming in anticipation of having to build comb in their new home. So if you have foundation to draw, put the swarm into a nuc or deep with just foundation and let them do there thing. You can always combine them after their comb drawing instinct has wained.