All true bugs are insects, of course, but not all insects are true bugs. Cicadas are true bugs. (Order: Hemiptera; 'simple', 'incomplete,' I called it 'false' metamorphosis: Egg, nymph, adult.) This photo is of an adult. And how do I know that? The wings. If you are really interested in desert cicadas, here's an article about how they use evaporative cooling.