the idea is to take it into protective custody, eg a clean jam-jar with a a fabric top held by an elastic band, and put it on your kitchen window-sill, so you will see it every morning to see if a moth has emerge the previous night.
Aha! Thanks donhe for that advice. That's what I would have done as a kid. I put it back into the cocoon and left it on a shelf in the shed. I'm in Sydney now. Next time! Thanks again.