"Syd after his stinging encounter with bee" Photo Shamey Jo (Flickr)
The treatment for a cat bee sting is the same as for stings and bites generally according to Drs Carlson and Giffin in their excellent, Cat Owner's Home Veterinary Handbook. The book is also available in the UK.
Stings can cause, as expected, painful swelling at the sting's site. Multiple stings can cause the cat to go into shock. Anaphylactic shock can occur very rarely if the cat has been stung in the past. If the cat shows signs of shock - agitation, drooling, vomiting, diarrhea, seizures, difficulty breathing - an immediate visit to the vet is called for.
Bees leave their stingers in the cat. It should be removed with tweezers or some other device.
"Make a paste of baking soda"...and apply it to the site of the sting.
Apply ice to relieve swelling and pain.