It's pretty simple, really. You'll need some plain oatmeal and some plastic containers. Just sprinkle some oatmeal so that it covers the bottom of the container and throw in some mealworms. I just used the ones that were too big for my frog to eat. After maybe a week or two, they'll pupate. You can just check in every day or 2 for pupae. They're white, alien-looking things and they'll always be on the surface of the oatmeal so they're not hard to spot. Take out the pupae and put them in another container (mealworms don't usually eat pupae, but I don't want to risk it).

After a week or two, they'll become beetles. When that happens, transfer them to a 3rd container, with oatmeal in it. The beetles can fly but they almost never do, so I'm not terribly concerned about them escaping. They'll be somewhat disoriented for the first couple of days, but they'll get more lively over time. They'll lay eggs on the bottom of the container or scattered throughout the oatmeal, so try not to disturb the oatmeal too much. It should take about 2 weeks for the eggs to hatch. When that happens, you should transfer the beetles away to a new container with oatmeal (don't want to risk cannibalism). Rinse and repeat.

I also sift through the oatmeal every once in a while with a mesh sieve to remove the frass from the oatmeal. The mealworms (as far as I can tell) don't need a source of water, but they go crazy if you put a piece of carrot in, so I just drop a piece in whenever I'm cutting carrots. They're actually pretty omnivorous and will eat basically anything you throw into their container (including their own shedding, which I find mildly amusing)