Step 1: Buy appropriate sized plastic container from Walmart. Drill appropriate sized air holes to the sides of the enclosure. Buy sphagnum moss and soak it. Squeeze excess water out and use that as your substrate for housing them. If breeding, you will need an appropriate substrate for the female to lay eggs. Thats about all you will need beside beetle jellies/food.
Step 2: Put beetles in their new habitat. If they aren't overwintering, you could even witness the mating happen firsthand. The female will eat the piece of food while the male mounts her. If you see any aggression from the male, remove them immediately as he has the potential to kill her.
Step 3: Enjoy your new beetles. Make sure to remove uneaten foods to prevent fly and mold outbreaks. Beetle jelly is the best stuff to use.