Male and Female Differences
Males have a single unpaired plate at the end of the they're abdomen. Females two pairs of valves (triangle shaped) at the end of they're abdomen that are used for digging holes in sand to lay eggs in.
(Pictured below)

How to Tell the Difference Between Male and Female
Gently pick up the grasshopper, being careful to avoid it's fragile legs. Do not squeeze the grasshopper. Turn it upside down slowly, and look for the differences written above. A female will also have longer legs, but you won't notice the leg length unless you have a male and a female to compare with. Wash your hands afterwards, and either return the grasshopper to the wild, or gently place it back into it's habitat.
How to Make a Grasshopper Habitat
Prepare your grasshopper cage. It should have a lid, so grasshoppers can't jump out. Put in some grass, but make sure it doesn't have any pesticides in it! Put sand in a cup and moisten with water. (Put some water into a CLEAN spray bottle, and spray it a few times or so 'till it's moist.) The sand should always be kept moist but not soggy. Place in some twigs for it to climb on. Place the cage near your light source -- light should be available for about 16 hours a day. Grasshoppers need to stay warm!
How to Care for the Grasshopper
Clean the cage daily, to keep it from smelling. Remove any uneaten food and waste, and moisten the sand every now and then. As far as food, they will probably eat the grass in they're cage if it's fresh, but other then that..
Some long-horned grasshoppers will eat dead animals, or catch and eat some other insects, but other grasshoppers will eat plants and stuff like carrots, broccoli, tomatoes, lettuce, ect.
If one of the/the grasshopper/s lays eggs in the sand, cover the sand with a jar, take it out of the cage, and place it close to a heat source until they hatch.
Tips/Warnings:
Keep grasshoppers warm and dry to keep them healthy and encourage them to breed. Grasshoppers lay eggs in the spring.
If grasshoppers are released, they can do extensive damage to lawn and garden. Some people can develop grasshopper allergies.
Well, that should be all you need to know, but let me know if you need more in the comments!
Thanks so much, and enjoy raising your grasshoppers!
~Raven
Thanks so much, and enjoy raising your grasshoppers!
~Raven