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Familiarize yourself with ant species in your area. Bring a container to place your ants into. Allow at least a few hours to ant hunting. Look for ants near rotting boards, rocks, or logs. Look for a queen. Transfer the ants you collected into a proper enclosure.
Familiarizing yourself with a particular ant species will help narrow down the areas you will need to search. Whether you are a novice or expert ant collector, knowing which ant you want to collect will determine where the ant can be found, how you can identify the ant, and whether any precautions need to be taken to ensure your safety. Research ant species in your area using online resources, like Myrmecos.  There are many online ant collecting resources that can help you identify ants once you have located them, like the Mississippi Entomological Museum.  Be sure to choose ants that don't display aggressive behavior, bite, or sting in order to avoid injury. You will need a container with a lid (jar, yogurt tin, tupperware) to place your ants into once you have found them. Be sure to place some soil in the bottom the jar to keep the ants in while you continue hunting. Make sure your container is large enough to easily place ants into, which is generally around a 2 inch diameter. Remember that you might be carrying this container around for a while, so try and choose a container that is small enough to be comfortable. There are a wide range of tools you can use to collect ants, from more professional tools geared toward preserving ants for scientific purposes to ordinary garden tools. Research which types of tools you'll need by consulting various ant collecting blogs, like keepinginsects. Ants are small and nests can sometimes be difficult to find. Give yourself a few hours of hunting time to ensure that you find a generous amount of ants. If you live in a densely populated urban area you may want to consider hunting for ants in a park or wooded area. You may have to do a lot of walking, so be sure to wear comfortable shoes and clothing. Rotting boards, rocks, and logs are common places for ants to nest. Look for fallen logs or large piles of boards around a park or wooded area and begin moving them around to search for ants. Keep your eyes out for ant trails leading to or from wood piles and follow them to their source. Once you've found some ants you can begin placing them in the container you brought with you. This can be done by simply having the ant crawl on your finger and transferring them to the container. You'll need to find and catch a queen if you want to start an ant colony. However, before you find a queen you'll need to be able to identify her. Queens can sometimes be difficult to find, but with enough patience and time you should be able to find one. The best time to look for a queen is when they still have their wings and are looking for a mate, as they tend to be deep in their nests after they have mated. Consult online insect collecting resources to determine when the mating season of your specific species is.  Once you've found a queen place her in your container with the other ants. You will need a queen if you want to start an ant colony. Most colonies will only survive 4-6 weeks without a queen. Once you have collected your ants and have finished hunting you can transfer them to a proper enclosure. Most proper enclosures can be purchased at pet stores or online store dedicated to insect collecting. Be sure that your container is large enough for the amount of ants you have collected.