How to find caterpillars?

I need help. I'm in my backyard and I can't seem to find any. It's a very big backyard with alot of trees. It's not mine but it's my grandparents. I've been in there several times and found alot of caterpillars but I couldn't keep them because my mom said not to. She said this time I could keep it. So I'm trying to get on for my friend. I've found 2 caterpillars previously and they were purple and blue. I can't seem to find any though.. Not to mention that I'm in Chicago, Illinois and it is summer. I only saw 1 butterfly flying around..