Hey, I bought one yesterday at a show.
I've got it in a plastic rubbermaid container with airholes drilled along the sides, right above the lid.
I use a 50/50 peat/potting soil mix (wet it, then take a handful and squeeze it until all the water is squeezed out. Repeat).
Put a wide shallow water dish in there as well, and mist a couple times a week. You should be all set.
As far as their habits: mine just seems to burrow and stay hidden.
You can feed them anything thats smaller than it really, crickets, locusts, mealworms, pinky mice and even beef heart. If you plan to get insects from the garden, make sure there's no pesticides on them.