It's a bad line benefits of xenical testimonials Monarchs spend the winter in a dozen colonies in the mountains of central Mexico, then head north in early spring and begin laying eggs on milkweed plants in Texas, Louisiana and other southern states. The caterpillars hatch, feed on the milkweed plants, then turn into a pupa or chrysalis, where they undergo a metamorphosis into the orange-and-black butterfly we know and love.