It does not have wings yet, but it's body structure is very similar to the adult only smaller. The best way is to look for wings, Only adult crickets have fully grown out wings. Male and female behavior is also different. Only females can be seen pushing their ovipositor into the soil. Only males sing and fight.
Males also defend territory around their burrow.
A male calls for two reasons. One is to call in females who are flying around searching for males. Another reason males call is to signal other males to stay away from his territory. There is danger in the air on those warm summer nights for the male who is singing. There is a fly that can hear him calling.