Are you asking about dissection techniques?  All insect larvae share a common bodyplan. You should be able to find a resource on dissection. Start with roaches.  A key problem with caterpillars / larvae in general is soft tissue. Ideally you will preserve them and fix beforehand.

 for different larvae stage recognition, the larval halles shape on leaves are  better, and for separate various organs you can use a soloution , such as (NA CL150m mol/lit, Kcl 5m mol/lit and Ca Cl 2 m mol/lit)