Traditional insect collections consist of an assortment of labelled specimens mounted on pins, spread out and firmly attached to the bottom of a box or drawer specially designed for this purpose. To learn how to prepare insects for display, see the Preserving specimens page.
You can buy different models of boxes and drawers for your collection from entomological suppliers. They are solid, tightly sealed containers made of cardboard or wood, with transparent lids. The bottom is covered in polystyrene foam.
You can also make an inexpensive insect box out of a stiff cardboard box like the ones in which reams of letter-size paper are sold. Cover the bottom of the box with a fairly thick layer of foam or corrugated cardboard. You can cut out the lid and add a sheet of thin, transparent plastic to make a box that looks like the one above.
To make it easier to keep track of your collection, number the boxes on one side and label them. When you store them, make sure you can read this information without having to shift the boxes. Like drawers, they should be stored flat and may be stacked.