The little ones cannot. Their stabby bits are too small and too weak to penetrate your flesh.
The big ones can puncture your skin, and cause you a small amount of pain, like being poked with a drywall screw.
They do not have stingers, they are not poisonous, but they are the Edward Scissorhands of insects, their forearms are tipped with stabby little knives, and they are adept at using them.
On their prey.
On you? It would be like attacking a tree. What’s the point? They will almost never try it, they need to be provoked and to feel trapped, otherwise they will either treat you like the trees you resemble, and walk across your limbs to reach a more interesting branch, or fly away.
Yes, fly.
I was 50 years old, and had handled literally hundreds of praying mantises in my time, before I found out they have wings and know how to use them.