It's easy to find bugs outside and inside your house. Where it can be under a rock to in the cracks on your kitchen, Insects are pretty easy to find, but catching them is a whole new story. Here is a list where one can possibly find a specimen and learn how to capture it for preserving.
Under Stones and Boards
Before picking up a rock or board, make sure your killing jar is ready and your hands or tweezers. Depending what insect it is you can pick it up by your hand, if it's harmless or big, but for a small bug, it's best with tweezers. After capturing your bug, be sure to put the rock or board the way you found it. This is very important as it provides shelter for other types of bugs.
Night Lights
During the night, many insects, such as moths , leafhoppers, mosquitoes, are attracted to the light on your porch or the street lights. Because of this, you'll need a net, killing jar, and tweezers to be able to capture them.
Kitchen
It's normal to see insects inside the house, whether it be spiders, ants or flies. With these insects, it's way easier to capture them, because you can't worry about running away, since the area is a close space.
Streams, Rivers, and Lakes
It's common to see dragonflies and damselflies so it's important to take a aerial net. Aquatic animals, such as flower beetles and grain beetles, can be collected in shallow water of lakes with a aquatic net. As well on the surface of lakes you can find Water spiders and Backswimmers, so they can be captured with a cup. But make sure to pour out the water in the cup when used.