Like humans, insects do need water. How they get their water depends a lot on their diets. Herbivorous insects, those that feed on plants, get most of their water from their food because plants contain a lot of water.
But carnivorous insects often have to get their water from somewhere other than their prey, and often they'll go to plants for their water too, drinking from fruit maybe. Or they might sip from the morning dew or from raindrops or from edges of ponds or puddles.
If they're blood suckers, they probably get their water from their food. It's worth noting that not all mouthparts are the same and this too affects the ways an insect is able to get water. There are basically two kinds of insect mouths.
There are chewers and suckers. Some chewers may have a difficult time trying to draw water from a pond, whereas getting their water from chewing a leaf is simple.
Suckers, on the other hand, have a tube-like mouthpart called a proboscis that allows them to get liquid by sucking or lapping, whether from the nectar of flowers or from a soda can.