I use a mix of oatmeal, Cheerios breakfast cereal and corn meal in a small 5 gallon glass tank. Any glass container will do as long as it has high sides, neither beetles nor larvae are very good climbers. It is important to use glass, as the larvae can chew through plastic and wood. Once a week, throw in a chunk of raw potato. Remove the eaten dessicated potato after a few days. The potato provides moisture for the larvae and adults without risking a mold issue in your culture.
Keep the culture in a warm dark area. (I keep mine next to the hot water tank in the laundry room!) In a few weeks you will see pupae form with adults shortly after that. Once every month or so, sift the culture through a bit of wire window screen and place all the live worms, pupae and adults in fresh medium.