A Preying Mantis is one of the friendliest creatures on the planet. It actually eats bugs like flies and mosquitoes. It's awkward slow movements are in it's favor since it must camlogflage(sp?) in leaves and trees. I'd try and put a container over it and slide a piece of cardboard under it-then let it go free. It's harmless,.... Like a ladybug.
I don't like preying mantis'...they freak me out. But likely, they won't hurt me because they are just as afraid of me as I am of them. It's more likely that I'll hurt myself trying to get away from them!! Just leave him/her alone, it will leave in it's own time. If it's inside, just get a jar with a lid and scoup it up in the jar and release it outside.