In the summer I don't use a heat source for my millipedes, but in the winter I use a heating pad under half the habitat, which is a large plastic Sterilite or RubberMaide sweater box. She does prefer the side with the heat it seems. I make sure the substrate is very moist, but not wet. Since there's no ventilation, the habitat doesn't loose moisture. I also keep a deep, but narrow water dish. The heat pad causes it to evaporate into the atmosphere of the enclosure, keeping it humid. I keep a piece of bark in the water so she can escape easily should she ever fall in, but the narrowness of the water also ensures she won't likely get stuck.
My substrate is a mix of Bed-A-Beast and a soil/hardwood mulch I found in the gardening section Walmart. It's important that they can burrow through the substrate and that it retains moisture. As with any other pet, cedar and pine-based substrates should be avoided. Keep that in mind if you look for a similar mulch, as pine mulches are also available. Safe potting soil, plain Bed-A-Beast, and other similar alternatives can also be used.
Pet store millipedes are generally only fed lettuce and fruits, but their diet is more complex than that. In the wild they feed very little on fresh fruits or vegetables. Their diet should consist of rotting hardwood, fungus, rotting leaves, leafy greens, and rotting fruits and vegetables. Fresh fruits and vegetables can be fed, but their mandibles are weak and they're built for eating fruit that's been laying around for a few days. Fungus doesn't appear to be very popular with this species, but they do like rotting leaves, as well as the fruits and veggies, especially cucumber. As far as rotting wood and leaves go, oak is best, but maple or other hardwood trees will do, just don't use evergreens. Be sure to give any collected leaves or wood a good rinse, and collect from chemical-free areas.
Aside from that, provide a hide or two and make the substrate deep enough to burrow in, but be sure the hide won't collapse any tunnels that may be dug. They don't like light at all, so you needn't provide any. Also, don't worry about the mites they carry unless there's a LOT of them. They're scavenger mites and are normal. There's no good way to get rid of all of them anyway.
There's not much difference between keeping adults vs juveniles. Younger ones have more of their lifespan to live though, of course. Adults are easier to keep alive than very very young ones. Adults are easier to sex and easier to find. Shows and expos are the best places to find them, aside from pet stores.
Here's what my millipede habitat looks like:
