I capture many species of females, verify their sex (you have to have a female) and then I have a 10x12 screen tent. Monarchs love flying around nectaring and laying their eggs in there. You can also use a smaller cage. I think you need at least a 3' x 3'. I haven't figured out how to check the abdomen. There is supposed to be a small lump (spermatophore) where they have mated with the male.
Herndon, VA (USA)
Take care of the small things....