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 at 55 - 60 degrees F.
You should not store your BSFL in an actual fridge or you will find they die off pretty quickly, which is why we recommend a beverage chiller of some sort instead.
There is no need to feed or gut-load your BSFL. Make sure to remove dead BSFL when you find them. You should monitor the humidity in the cup, if they start to smell of ammonia then leave the lid off for a couple of hours or until the smell has dissipated.