How do Madagascar hissing cockroaches breathe?

Just like other insects they breath through spiracles in their abdomen. Since they are relatively large insects diffusion alone is not sufficient hence they visibly contract their body in order to 'exhale'. Every segment on the abdomen has two spiracles; the ones in the second segment are also used to produce the hissing sound. Since insects have no blood circulation, miniscule tubes connected to the spiracles provide cells directly with oxygen.