I don't know the peacock mantis in particular but mantis in general are bad news for a reef tank (probably won't bother corals but probably will kill fish, crustaceans, mollusks, etc). I had one as a hitchhiker in my LR. You can buy a trap to catch him or it is easy to make one. I used a 1 liter soda bottle, cut the funnel-shaped part off, and trimmed off some of the middle of the bottle. Flip the funnel portion around so that it goes into the body of the bottle and use elastics to secure it (also, its a good idea to make some drainage holes in the bottle). Use something like a piece of frozen cocktail shrimp as bait inside the bottle. He'll drop inside to get the shrimp. If you keep an eye on it, you can easily scoop the trap out of the tank before he can get out of the trap (and you can remove the elastics to take it apart to easily get him out). Be careful handling him -- some have a spearing hunting mechanism and some are bashers -- I believe that they are also nicknamed "thumbsplitters" for painfully obvious reasons if you are not careful with him.
If you have another small tank, I suspect it would make a fascinating pet (as long as he is not munching on your expensive reef tank inhabitants). Hope that my abbreviated instructions above were helpful -- good luck in catching him.
