They are in most colonies all summer
During the summer most colonies will build small cups that are the top end of queen cells. These are variously called "play cups", "play cells", "cell cups", "queen cell cups", "queen cups", "incipient cell cups" and a number of other names.
I think the term "play" has a lot to do with a misguided human understanding of what is thought the bees are trying to do, so I don't favour that. I think "queen cell cups" is a good description of them, so I use that or "cell cups" for short.
Cell cups can be built anywhere on the comb or frame and in my view they are not a sign of the colony preparing to swarm, as I hear and see so often. My reason for that is because I see them in colonies throughout a summer, during which they don't prepare to swarm at all.
For some reason there is often a misguided view that the removal of cell cups will deter colonies from preparing to swarm. I have even seen it taught to beginners, but that is not my experience. To test this out I have deliberately removed all cell cups from a colony on one day, then inspected the colony the following day and found they have built more. The colony hasn't swarmed that summer. This is another example of simple experiments that beekeepers can do to check a theory, rather than blindly believing what they are told.
I check a few cell cups during each colony inspection. As soon as there is an egg in one, then I know the bees are preparing for something, usually either swarming or supersedure.