Pupae are the young of a species. As an example, the caddis fly, starts out a worm which carries a shelter on it, rather like a shell. When it has gorged itself on plant matter in the water, it cocoons. When it emerges, it is a hairy antannead fly. Weirdly enough, this strange example is not the exception, but the rule when dealing with insects.
Insects are egg laying species.
They lay eggs in one out of two ways. They can either lay it barely developed, or they can let it develop inside them before laying it. Either way the egg will someday develop into an insect which will repeat the process. Insect generations are far shorter than humans. And being cold blooded creatures, an insects death is hastened by the frost.