Here are two approaches, one uses a commercial kit, the other does not. For very small hard insects you might need some method for extracting more DNA. One option is to use chitinase.
It is easy to buy kits. Several companies make them. Here is the Qiagen version: https://www.qiagen.com/us/shop/sample-technologies/dna/genomic-dna/dneasy-blood-and-tissue-kit/#orderinginformation. I had small insects, and I cared more about dilution than I did about getting every last molecule of DNA off the column. Therefore I reduced the volume in washing the DNA off the column. Whatever kit you use, you may need to adjust the methods slightly to improve your outcome.
Here is a basic procedure that does not use a kit.
Aphid DNA for RAPD-PCR was extracted by homogenizing individual aphids in 100 µl of extraction buffer. The buffer consisted of 100mM ultrapure tris (tris(hydroxymethyl)-aminomethane) adjusted to pH 8.0 with HCl, 250mM NaCl, and 25mM EDTA (ethylenedinitrilo tetraacetic acid), and 1% SDS (sodium dodecyl sulfate) disolved in "type 1" water (distilled, filtered, autoclaved water with a resistance of at least 18M½). The homogenate was heated for 10 minutes at 37¼C, and 80µl phenol (equilabrated with 0.1M tris buffer at pH 8) was added, and the mixture agitated for 2 minutes. Next, 40 µl of chloroform was added, agitated, and then centrifuged at 13,000 RPM for 5 minutes. The chloroform extraction was repeated once. The aqueous phase was removed, and 30µl isopropanol was added to precipitate the DNA. The sample was centrifuged and rinsed in 50 µl of 70% ethanol. The tubes were drained, and the DNA resuspended in TE (10mM Tris-HCl, pH 7.5, 1mM EDTA, disolved in type 1 water). The extracted DNA was stored at -20 C.