My understanding is that it’s not interfacing with the insect’s brain directly but is instead using electrodes to stimulate receptors that trick the insect into thinking it has felt something on its left/right side and moving accordingly.
Other approaches include inserting electrodes into muscular tissue and stimulating that to cause the muscle to move. This article also describes inserting the electrodes into moth pupae and the moth growing around the electrodes:
https://robot-watch-impress-co-jp.translate.goog/cda/news/20...