Mason bees live individually in hollowed out tubes; reeds are good to use for this purpose. Alternatively you can also use a solid wooden house with holes drilled in it. The bees use mud to seal off their homes and are pretty specific about what kind of mix they like--they prefer a clay-y mix. If your soil isn't like this naturally, you can buy a mix.
Mason bees can be purchased through bee supply companies and are usually shipped as cocoons. When the temperature is 50-55 F or higher consistently, the cocoons can be set out by the mason bee habitat an they bees will hatch
Some people release the cocoons in 2 batches; one batch is released one week later. The male Masons are smaller and hatch first. They will gather food and go back to the nest, waiting for the female Masons to wake up. Any cocoons you want to store for later release the same season can be stored in the fridge. Of course, prior to those bees hatching, make sure that there is plenty of forage for them within a 200 yard radius. Plants they enjoy include wild geranium, aster, swamp milkweed, and of course goldenrod. There are other plants they enjoy but it depends on what grows in your particular region:
The Xerces Society » Pollinator-Friendly Plant Lists
Alternatively, you can attract Mason bees already buzzing around by using a pheremone applied to the housing area. They are very docile bees and DH and I could work on weeding around the flowers the bees were on with no angry buzzing/stings.
The Mason bees are done for the season when the front of the tubes are sealed up with mud. You can remove them and keep them in a warm sealed/breatheable place until Fall or wait til Fall to remove them from the nesting site. Some people remove them right away to avoid parasites/predation. When the weather has cooled off, simply clean out the tubes and sort the nesting material from the cocoons. Make sure that you do this in a cool place because you don't want your cocoons to wake up really early on you :
: Separate any c-shaped cocoons or ones with holes in them. Cocoons with holes in them likely have been parasitized by wasps and should be discarded. C-shaped cocoons likely have a fungal infection and can be washed in a solution of 1 gallon water to 1/4 cup bleach. Wash the rest of the healthy cocoons in plain cold water bath. Store them at 30-40 F between 60-70% humidity in the fridge and then when the weather breaks 55F consistently outside again---repeat
It's some work I guess but we enjoyed doing it the years we did it and we had an increase in Mason bees in the yard from both propogating them and some wild ones that were attracted to the housing we had put up for them.
Hope this helps.