What kind of bees live in dirt below sidewalks? They look like bubble bees

More than likely they are indeed Bumble Bees. They make a hive just as honeybees do. How close is this to a human habitat?

The bees are living under the concrete slab right at the front door...

You should contact an exterminator. Bumble bee stings have a lot of venom and can cause the person stung to become sensitized or allergic to bee stings. Most beekkeepers that I know of are not interested in bumblebees.

Might also be yellow jackets, which can sting pretty badly and tend to gang up on you if annoyed. They are slightly smaller than honey bees.

They may be bumble bees that made their hive under the sidewalk. You should keep away from there