The Female Beetle is located in the part of Hyrule Field north of Faron Woods. Follow the path northward that is on the west side of the field (Wii). Stay along the path until it opens up on the west side. Turn around and you'll see several trees on the higher ledge, one of which has the golden bug. Use the Gale Boomerang to bring it over.
The Male Beetle is also located around here.