Like most animals, insects can be fossilised in sediment which will later become a sedimentry rock. i.e. mudstone, siltsonte, in which you may find insect fossils in. Insects however can also be preserved in tree sap. This sticky substance is released from tree and plants and when insects land in the plant or tree, they often become stuck in the spa which is to sticky for them to escape from. The sap later solidifies with the insect inside now known as Copal or Amber.