I installed a bee package into my new hive last week. I installed them in an empty brood box sitting on top of the normal brood box with foundation, along with inner cover and roof. What I found yesterday upon inspection was a swarm attached to the inner cover. The had not dispersed to the foundation. What is that all about, and what should I do?
Bees being bees! 
Think about it - in nature, bees find an empty hollow space and start at the top, building their combs downwards from there. If you put them into too much hive space, they will start at the top.
Inspect the inner cover - they probably built comb on it. I would carefully cut it off the inner cover and rubber band it to empty frames. Shake any remaining bees off the inner cover into the lower box with 8 frames in it. Take the empty box away completely. Leave them for another week or two and inspect again. 
Here is an example of rubber banding in case you haven’t heard of it before:
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Post pics so we can see!
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What kind of foundation do you have?
Bees always to to the top of the cavity and start drawn comb down from there. They could care less about foundation. In fact they don’t really like it. NEVER put an empty box on top of a hive when bees might build comb. When you install a package just shake them into the box and make sure every box always has a full complement of frames. Bees much prefer to build their own comb over building on foundation and to build combs in the brood nest at 1 1/4" spacing over the standard 1 3/8" spacing of the frames. Do not give them the opportunity to build combs in places other than the frames.
“Foundation, even composed of pure beeswax, is not intrinsically attractive to bees. Swarming bees offered the opportunity to cluster on foundation or some branch, show no preference for foundation.” --The How-To-Do-It book of Beekeeping, Richard Taylor
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Waxed black plastic foundation.