Shooting insects with a macro lens can be challenging hobby. to capture stunning close-up shots not so easy. for me i need to be lucky and persistent. a dedicated macro lens helps a lot or is a must. DSLR setting needs to be in manual mode. an external flash greatly helps to get more details but will easily spook the insects that means you will have less shots. sometimes insects might stay and let you shoot more.
for beginners practice stationary subjects first, like flowers and slow moving insects, to get used to your macro lens. more shots more you learn and soon you will eventually capture stunning macro shots of insects!