They store well in the containers they come in at room temp for a couple of weeks, any longer then that, they very likely be turning into flies.
Since it is winter, when you get your shipment, they may not seem to be moving at all appearing dead. Let the container they come in warm up for a couple of hours then check on them again.
If you need to keep them for more then a couple of weeks, you can cool/store them for a couple of months at a time in a small wine fridge which should be between about 50F - 60F.
If cooled I don't think you will need to feed them as their bodies will have slowed down to the point they are nearly completely inactive.