No worries Jack -it was a good observation! Plus, it is an odd thing that the midgut lacks cuticle yet the other portions contain it. I think the foregut is shed through the mouth and the hindgut through the anus...

The foregut is basically a food storeage resevoir that contains the "crop" of the insect. It also contains the proventriculus which helps to grind food particles down to be processed by the midgut. The proventriculus is heavily sclerotized like "teeth" to help accomplish this task.
The midgut is the primary digestive area, which is probably why it isn't lined with cuticle (otherwise it may digested?). It contains gastric caeca that basically secrete digestive enzymes and increase surface area for absorption (much like villi/microvilli of our GI tract). The midgut is lined with a thin peritrophic membrane and epithelial cells that are constantly renewed.
The hindgut is rather unexciting - it contains maliphiagian tubules that sort of act like "kidneys" and the large intestine of our body in that they maintain fluid and ion balance.

Internal digestive anatomy in a nutshell = )