You need a rail and dead insect to get the sort of super detailed photos in the article. But you can get decent photos of live insects handheld with a macro lens and flash (and some patience!).
While nothing like the photos in the article, I've gotten neat footage of living insects (and other arthropods) by putting them in a little makeshift container under my microscope, with strong lighting from the side. This is very much not a good setup, but it's allowed me to capture things like a front view of an earwig cleaning its antenna.
I typically do this when I find a little arthropod inside; instead of killing it, I give it a free trip outside without (intentional) harm, for the small price of experiencing an alien abduction.
I wonder how he got these perfect specimens to photgraph? Capture them in a buglight jar and suffocate them? He had to have been doing it fairly quickly so their carcass didn't deteriorate before he got the photos.
Indeed. That's how I shoot insects: live and in the field with a macro lens. It's quite a challenge, especially for the smaller insects (2-3 mm in length).
It is a bit easier if you photograph them in the morning, when they are still cold and sluggish. You can get a similar effect by putting them in a container in the fridge for a few minutes. But don't leave them in too long! And warn your partner...
I'm more into shooting insects in the wild, when they are active and doing their thing, so I can also catch their behaviour. I contribute to iNaturalist, and a few of my observations have ended up as documentation in some scientific papers by local scientists.
