They immediate start to build

Anthony BristoweFresh Water Fishing, New York, Taplinger Publishing, 1964, p. 252.

What is the life cycle of a caddisfly ?

Like all aquatic insects the eggs are laid underwater, and hatch into little larvae. They immediately start to build himselves a case or house. Each group of caddisfles builds itself a different type of case, and individual members of each group will always build houses typical of their group. Thus sand-caddis build of sand and fine gravel ; stick-caddis of minute pieces of bark and twig ; stones-cadis of tiny stones and so on. Caddis cases come straight and spiral mobile and fastened to rods or rushes ; large and small. One, that made by hydropsyche, even has a fine net in front to catch food for the grub inside. Caddis larvae add to the house as they grow and need more room. Before hatching, the larva seals the ends of its case, leaving only a sort of grating to allow water to flow through and give it oxygen.