Yes, praying mantis' do require water to drink. Even more important than the water though (or at least, what can sometimes provide the water source itself as well) is the humidity level. Different praying mantis' require different levels of humidity. Lightly misting the enclosure that you keep your praying mantis in will help to provide humidity. This will also create water droplets on the vegetation you have inside the enclosure, which your praying mantis will drink and should be sufficient for its water intake.
One thing to be careful of is making sure the humidity does not get too high.
One thing to be careful of is making sure the humidity does not get too high.