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What helps them to breathe a caterpillar?

Answer
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Hint: Caterpillar is the precursor of a butterfly. It doesn't have a nose or mouth like other organisms.

Complete answer:
The caterpillar does not actually breathe, but by the moving of its body segments air goes in and out through spiracles .So we can say that caterpillars breathe through a series of tiny openings known as spiracles along the sides of their body. From spiracle a structure known as trachea carries oxygen to the body and in return carbon dioxide from the body to outside.

For most of the organisms in order to survive, oxygen is necessary. Oxygen is used in cellular respiration and produces energy. Organisms inhale oxygen and use it for energy production and exhale carbon dioxide, which is the by-product of cellular respiration. Caterpillars also get oxygen through the holes along side of their body since they have no mouth or nose or lungs .These holes are known as miracles. The caterpillar’s movements are by the compression and relaxation of its body segments. When the segments compress oxygen is taken into the body by the pressing body together. As the movement continues, when the body relaxes after compression the carbon dioxide releases from the body through spiracles.

The air through spiracles then enters into the trachea that controls the internal gaseous exchange. Trachea helps to transport oxygen to the various parts of the body. The tracheal system is found in the last three segments of caterpillar that is in the dorsal, lateral, ventral part. The branches of the trachea are known as tracheoles through which oxygen will be delivered directly to the cells and perform cellular respiration.
Caterpillars are larval stage members of order Lepidoptera comprising moths and butterflies. They are herbivorous commonly. It is a voracious feeder, so it can cause damage to agricultural plants. The stage next to the caterpillar is the cocoon stage in which they are valued as sources of silk, as human or animal food, or biological control or pest control. When the caterpillar turns to their cocoon stage they also will continue their breathing through spiracles.

Note: Even though a caterpillar needs oxygen, too much of it can damage its growth by affecting the lipids proteins and DNA.
Caterpillar changes into a butterfly through a series of changes known as Metamorphosis. The four stages are Egg, Larva, Pupa and Adult. Each stage has its destination for example a caterpillar has a lot to eat, the butterfly has to reproduce etc. Depending on the type of butterfly the metamorphosis may take one month to a whole year.