There are two types of Myrmex Hives; Deserts and Jungles. A Myrmex Hive contains at least one Queen and at most 80 workers (by default). You can find Myrmex Hive Entrance above ground, so there is no need to dig for it.
Myrmex Hives are made of Resin and Sticky Resin. Myrmex Hives by default will have several rooms- Misc Room, Nursery Room- where the worker brings the Queen's eggs- the Central Room, and the Food Room, where the Myrmexs store their food in blocks called the Myrmex Cocoons.
For more info check Myrmex page.
A desert myrmex hive