Some bee species are "carpenter bees". They chew a hole in something wooden, like a house beam, and deposit their eggs in it. Then the larvae feed on the wood until they pupate. They usually don't emerge until spring, but if they're in the wood in your house they may be emerging early because the house is artificially heated. If the bee was walking, not flying, it's probably because the heat has caused it to emerge prematurely. It may look like an adult, but its wings may be underdeveloped.