You find it after defeating the mini-boss in the Goron Mines (2nd dungeon)
As you go through the first temple (forest), you will gather more and more monkeys.
there is no horse
http://faqs.ign.com/articles/747/747818p1.HTML this has everything you need to know about where to find the bugs. if the link does not work, just type in "golden insects in legend of Zelda twilight princess" and it will be there.
you find empty bottles by looking around hyrule i know there is one in the fishing hole
use the walkthroughs
Find the big key.
There is one in each dungeon.
to the bridge of eldin
in the goron mines
somewhere
he is dead u visit his grave
you just need to keep on moving forward