Hi Francis,
Like most insects, the Mantis babies are on their own when they hatch. What happens is the female lays her eggs ina large spongy insulated cocoon... there can be 100's of eggs in this sack.. She then Dies...but she may actually lay several egg sacks...... The sack over winters and they hatch in the spring and immediately hunt on their own after dispersal.They are also known to be cannibals on siblings.
Egg sacks here...
http://www.google.com/images?q=manti...w=1024&bih=574
video on the tube...theres many on the tube...
http://www.youtube.com/watch?v=3I99W...eature=related
You can actually buy these eggs and hatch them in the spring....release in your yard..we've done it here a few times...They are good at controlling many pest insects.
-al