Pin the locust to the dissecting board and remove the exoskeleton
Locusts have spiracles controlled by sphincters, tracheae held open by chitin spirals, and tracheoles where gas exchange occurs. They may also have air sacs
Flood the specimen with water so that the tracheae show up as silvery-grey
Watch for rhythmic movements of the abdomen - this is the locust mechanically ventilating its gas exchange system