Most feed stores will carry a gamebird chick starter or, at the very least, have the ability to obtain it. In a captive setting it is highly unlikely that you would be able to provide sufficient supply of insects.
My suggestion would be that you not get just one chick.
EDIT: weve only got one egg, was a bit of a rescue mission.
It is a matter of IF the egg is fertile, IF the egg will hatch and IF the chick survives, so... I needed the info just incase we get something!
Pheasant chicks can raise up on normal chick starter, for chickens, and switched to gamebird feed at around 10-12 weeks. To raise from an egg, you need a proper egg incubation unit, just like raising chickens from eggs, and kept around 80 degrees steady for the first two weeks after hatching - as per my neighbor who raises peacocks when I asked her just now!