Depends what beetles you're after... Obviously african savanah beetles will need dry, almost sandy conditions but tropical beetles will need more humid.
I'll assume you want things like the hercules, rhino, fruit or stag beetles though as these are the most common... Treat them very much like millipedes- same sort of enclosure- 3 inches or so of soil, a layer of dense leaf litter mixed with rotting wood such as birch/ oak etc (depending on species) or have your own decaying log in there... If its a fruit beetle, supply fresh fruit n veg regularly and don't forget to clean out the old stuff every day or two.
- That sort of setup should work for most...