Mining bees are a subset of 'Solitary bees'. Solitary bees don't form communal hives or nests, rather they make their own nest - in this case a small tunnel in an earth bank - and lay their own eggs which they look after on their own. 'Solitary' is sometimes a misnomer, perhaps, since they often form communities of individual hives clustered together in close proximity.
This is Osmia rufa on a Dandelion:
And this is the same species near its nest:
Again, notice the absence of pollen baskets: solitary bees often gather pollen by squeezing it together under the abdomen and/or thorax.
I have a south-facing bank in my garden and there are many Osmia rufa and Andrena cineraria mines all in close proximity. These bees use landmarks such as stones and sticks to find their nests and it's interesting to see how lost they become when you're sitting watching their tunnels: a human makes a serious alteration to the visual geometry of the place.