This process is called sublimation. The opposite (deposition) is where a gas turns directly into a solid. Sublimation occurs if the pressure and temperature are right for the specific substance, so that the solid phase in a phase diagram borders the gas phase.
Most cicadas go through a life cycle that lasts from two to five years. Some species have much longer life cycles, such as the North American genus, Magicicada, which has a number of distinct broods that go through either a 17-year or, in some parts of the world, a 13-year life cycle.
The adult cicadas should all die off by mid-June. Then in about a month, the eggs they've laid (about 400 for each female) in tree branches will hatch, and their offspring will fall to the ground, where they'll dig in for the next 17 year cycle.