I'm not allowed to keep dubias unfortunately so I've been getting them from my university's herpetology lab. I could try to get a picture of their setup if you want. There are a lot of threads that talk about dubia setups and care, so you can try the search option.
I'm still working on a cricket setup and will be making good setups for hornworms and mantids when the net cages Syn suggested to me arrive.
hornworms (remember that they must eat hornworm chow because the plants they naturally eat can cause harm or death in chams): http://www.manducaproject.com/