I think one guy kept one in a critter keeper. I don't know what they eat, but I'm sure wiki or some other website knows.
Edit: I googled it. They eat flies and crickets and stuff like that. www.wikihow.com/Keep-a-Praying-Mantis-As-a-Pet is the website, I think
the baby's are really fragile and shouldn't be handled much, when they are near moltting put a thin stick in fte cage and a slightly damp paper towel on the floor.
also never put in more than one cricket at a time or they might eat the mantis (this has happened to me once so I know it's not a myth)
Is she/he wild caught or did you literally get him fresh out of the egg? In my vet science class, we raised a whole bunch from their egg. In the beginning we fed them flightless fruit flies. Then itty bitty crickets and meal worms... As they got larger, we relased most into the green house but kept one, and increased the size of his/her food. It could eat spiders, flies... anything really.
As they get larger, you can feed them bigger prey. I've seen some people actually feed their adults minnows, as in putting the fish in a shallow bowl of water and letting their mantises go fishing... Not to be gross or anything, but in the wild some can eat humming birds when fully grown, so within all technicallities you could probably even feed pinky mice. If he does a bit of research, I'm sure he could figure out more on feeding.
oh, and they love twigs and such... when I was in the class, we kept our big one (probably a girl) in a 5 gallon with a screen on top. It was full of twigs and leaves. Misting the cage lightly during mornings is nice, or simply tossing in wet leaves, because sometimes you will see them drink