I think there might be a wasp's nest in my garage or in its walls, how can I tell?
Yes, you might have one in there.  In my area at least, there are two common types that build nests around the house, mud daubers and paper wasps.  The good news is that while both sting, neither are particularly aggressive the way hornets are.
Be careful, however, if you are allergic to bee, hornet, or wasp stings!!
I'd follow one around until you see it hitting the nest.  Mud daubers will often make a characteristic high-pitched buzzing sound as they form the mud into their nest.  They can be just about anywhere though.
Paper wasps seem to prefer high spots and corners.
Locate the nest, spray with wasp insecticide, clean up the mess after they leave or die, and then take steps to plug the opening that they are using to get it.