If you are wanting to breed your own locust them all that's needed is a 4 inch deep dish filled with silver sand or sharp sand. The sand should be kept moist by wetting it and adding a few drops of water each day, you don't want the sand wet though, just moist.
The female locust will position herself over the sand dish and push her back end in to it to deposit up to 200 eggs. Keep if your tank is the correct temperature (see above) then the locusts will emerge after 10 - 12 days.
The young can be fed on the same material as the adults and will go through several (5) instar moultings before becoming adult - you'll probably have used them by this time though
They eat pretty much anything,