Where do you live? This time of year there aren't many insects out in the northern hemisphere. It won't be until late spring before flytraps start catching much prey in our area.
Don't worry too much about them catching insects. The most important thing is that they are receiving proper care, which includes full sun for 4+ hours a day, low mineral or mineral-free water and a proper soil mix in a pot that preferable doesn't allow the soil temperature to fluctuate too dramatically.
More information about how to care for a Venus flytrap can be found on the main site here:
Leave the meat for our pet plants