Take a quart sized Mason jar and take the lid off. Then cut up any kind of melon, or use some raspberries and put them in the bottom of the Mason jar. Leave them out at room temperature in your house or garage.
After the fruit starts to decay, it will attract fruit flies, usually by the dozens. Anytime you walk by the jar and it has large numbers of fruit flies in it, just put the lid on the Mason jar and you'll have some food for your Praying Mantis. Be careful though, as the lifespan of a fruit fly is very short. I'd then put the jar on its side in the same enclosure where the Praying Mantis is and let them catch the flies that come out or enter the jar themselves.