Please say you're asking about Insects. You need to buy a bug net at the fishing store. Then go into the towns and equip it (yellow tab in the bottom right) and chase down the bugs.
Hopefully you mean insect. Incest is something FAR different.
If you mean the bugs in Towns, go to Logans and buy a bug net, then go into the Towns thing and click the yellow tab on the sit/stand button. Then when you're in any zipcode, click on bugs when you see them and you can try catching them.
Some threads make me do a spit take of coffee when I read them- this is one of those xd
At any rate, the people have posted some good links and directions which should solve your questions about catching insects. Just wander about towns after that and look for them. You'll get the hang of catching bugs soon enough smile