Your black soldier fly larvae will arrive in a small plastic cup, buried in substrate. Simply keep them in this container at room temperature, or better yet, in a wine cooler or beverage chiller. You can also keep them in the fridge, but try and make sure it is the fridge door and not the coldest part of your fridge. There is no need to feed or gut-load your BSFL.
Make sure to remove dead BSFL when you find them.