Replacing Window Screens?
Screen frames do sometimes warp, but should flatten out when held in place in the window.  If it remains warped when installed, make sure all of the securing clips are properly in place.  If that isn't the issue, replace the screen.
If you need to replace the entire screen, you might find ready-made screens if the window is a standard size that a local store sells.  Any store that sells windows can probably order screens for you.  If you know the window manufacturer, they may sell replacement screens, or can put you in touch with someone who does.  There are also online sources for custom-sized screens (just Google "custom window screens").  Don't assume that "custom" means costly; virtually all screens are "custom" sizes.
Otherwise, you make a new screen frame the size you need and then put the screen fabric into it.  The screen framing is like making a custom-sized picture frame.  You cut the four sides to size and use supplied connectors to assemble the frame.  You can copy the dimensions from the old frame.  

You can find the channel to make the frame at most hardware stores.  It is typically aluminum, so you can cut it with hand tools if you don't have a miter saw (some use square ends, so you don't need to cut angles).

There are some common ways to secure the screen in the window, and you can usually find equivalent hardware at the store.
The picture looks like very coarse screening.  If tiny insects are getting through, replace it with fine mesh screening.
If the screen frame is still good, you can normally replace the screen fabric.  It is sold in rolls at most hardware stores.  You cut it to size with scissors.  It's held in place by friction with a rubbery cord (spline) that presses the fabric against the channel.  

If the original spline is still in good shape, you can reuse it.  Otherwise, you can get new spline at the store in the same place you find the screen fabric.  There's an inexpensive screening tool that you use to install it.  It's a rolling tool that looks like a miniature pizza cutter (but the blade is grooved), that pushes the fabric into the channel and then pushes the spline in to secure it.


This is a common DIY project, and replacement supplies designed for DIYers are readily available.  You can find instructional videos online.  A quick search found this.  Bring an old screen to the store so the staff can see exactly what style you need to replace, and ask them any specific questions you may have on which items to select and how to do it.