Lady bird beetles, or ladybugs are generally considered beneficial insects and in fact you can often buy them in the local garden store for use in your own garden. Thy have voracious appetites for aphids and other pests of garden plants so gardeners love them...in the summer.
But in the winter some species of ladybugs like a protected structure like your home. As temperatures cool, in move the lady beetles. You often find them congregating in great numbers on the sunny southwest side of a building. They slowly find their way into structures under eaves and siding, through cracks and around screens. Soon, you could be sharing your living space with lady beetles, sometime thousands of them. General pest control treatments will kill ladybugs but because of the shear numbers they can be overwhelming.
Lady beetles are a nuisance, can bite, emit an odor and can stain some surfaces with a yellow secretion they produce. Some people also have asthmatic reactions. Once inside it is easiest to remove them by vacuuming. After you've vacuumed, remove the vacuum bag and throw it away outside.
Prevention is priority. Sealing cracks and crevices is a permanent way to prevent them from entering a building. Pay special attention to areas such as cracks around windows, doors, sofits, fascia boards, utility conduit openings, etc. These can all become common entry points for the beetles. Door sweeps and weather stripping can close gaps below doorways and other entry points.