There have been tons of previous posts about this so for detailed info use the search feature.
Basically, just use a needle and thread to poke a hole and thread through one end of the ooth......try to get it as close to the edge as possible to avoid damaging too many of the developing mantids. Then use the thread to hang it from the cage roof or a suitably placed stick. Make sure their is plenty of room for the nymphs to emerged and dangle!
If you are using glue, use it sparingly.
Previous threads go into a bit more depth if you are still not sure.