Teehee, no mealworms never fly, even in their beetle stage.
Ok, to begin with, you'll need a container to keep them in. Some people keep them in as small of a container as a 10 gallon aquarium, but if you're feeding much, that won't last.
For my bedding I use plain old fashoned kitchen oatmeal. This way, it never has to be changed, they can eat it, and it doesn't mold very well (at least mine hasn't). Next step is to get mealworms. I would normally recommend grubco.com because they usually have plenty, but it seems that something is up with their numbers too. You can typically order as many as 100,000 or more (special order) from them, and their prices and shipping is quite low. It's $28 and some change (including shipping) for 5,000 usually. They are great with their customer service, and I've bought multiple types of worms from them before and never had a problem with any of them.
Ok, once the worms arrive home, check them and report any problems. If there are only a few dead, don't worry about picking them out...think, protein for the survivors (no they will not attack other living worms, pupae, or beetles if they are cared for). Put a few potato slices (or potato peelings if you feel like eating the potatoes instead, lol) in with them. They will typically devour them in no time. The potatoes provide them with water and some nutrients.
I've sucessfully fed mine small slices of apple, carrot/carrot peelings, different berries, dead fish (clean), and frozen green peas (please thaw them first!). These different things provide different nutrients for the worms, and thus will provide different nutrients for the critters eating the worms. For dry items, I give them more kitchen oatmeal, baby cereal (any kind), extremely small handfuls of wheat germ (just what they will eat in one night, since wheat germ goes rank extremely quickly), and once in a while a small handful of scratch grains. You would be surprised at what the little buggers can eat when given enough time. Oh, forgot to say that they love loose leaf lettuce and citrus too. Mine don't get citrus since they help feed sugar gliders (too much citrus can harm developing joeys). They also love any and all fish food, if you're like me and buy the wrong type of food and end up not being able to take it back! Just keep feeding them (about once or twice per week) and keep a few potato slices in with them. A good indicator of when to put in more "water" is when the previous item either dries up or dissappears, it's time to add more.
Pretty soon you'll notice little white/beige "aliens" in with the worms. These are the pupae. You can leave them in with the worms, and you may need to decrease on the food/water at this time, since the pupae just lay there. After a short while, black beetles will emerge. If you see a white beetle, that's a new one, and they turn black as they dry out. The beetles do eat some and eat the water items. The beetles will breed and lay eggs. 2-4 weeks after the eggs are laid, you will have tiny worms. 4-8 weeks after you see the first tiny worm, they will be getting to a size where you can use them. At 1 inch they are full grown in the worm stage and will soon turn into pupae. Oh, chickens love the dead beetles. They die soon after laying eggs.
If you happen to forget them, don't worry, in the absense of food and/or water, they go dormant. It's hard to kill them unless you freeze them or feed them to something. You can take out a certain amount when they reach 1 inch and put them in clean oatmeal and stick them in the fridge. They will go dormant in there too, and will perk back up once they warm up. I forgot one of my colonies (when I had 22 gliders I had three colonies, and I thought this one was spent) for six months before and the worms were ok once I put more food and water in with them.
If I seem a bit random, sorry, lol. I hope this makes sense!
Emily in NC
PS - I actually keep them underneath my dresser, the space under my bed is full....