How can I save flour from little insects?
There's no way to make your flour completely safe after it gets infested with bugs. You could sieve the flour and the mesh will separate the bugs, however any diseases carried by the bugs would be left in the flour as will bug droppings (i.e. insect excrement). Cooking it may kill whatever nasty stuff the bugs leave behind, but it may not so the safest thing to do is throw it away. If it's use the flour or people go hungry then sieve it and cook it, but if you don't have to it's not worth the risk. 

I keep flour in a sealed plastic container, it keeps it fresher and bug free.