Add 2 teaspoons dishwashing liquid to 1 gallon water, and pour this mixture over a 2' by 2' area of your lawn. When insects come to the surface, bag them and have them identified. Inspect the lawn for damage. Monitor the lawn regularly so you can detect problems early. If chemical spraying is necessary to control insect pests, check the package label to make sure the product is registered for use on turf grasses and will kill the insect you're trying to control.
Insecticides come in both granular and liquid form.
Apply the former with a spreader. Liquid insecticides are usually applied with a sprayer and often come in both concentrated and premixed forms. Use a hose-end sprayer or a portable spray tank to apply concentrates. As you apply liquid insecticides, walk away from, never through, the treated area. Don't apply insecticides on windy days.