The original design came from a company that made 3D printer parts. Sadly they've gone out of business. 

There are five basic models:

• Ant
• Fly
• Praying mantis
• Scorpion
• Spider

A flexible filament like TPU is the best choice to build your bug. Especially if children will be playing with them. You can certainly use PLA. The bodies and connectors can be PLA. However the wings, antennae, and legs will be relatively fragile if they don't have any give.

The Scorpion's tail will need support but, you should be able to print everything else without. Infill isn't critical. If using TPU less infill will make your parts more flexible.

Note that some parts do double duty. For instance to complete the praying mantis you need the "Ant-Antenna" and two “Fly-Eye”.  Once you've mastered the basic models try mixing and matching to invent new combinations.

Have fun!