Do nothing. I can't tell what that is from your photo, but that doesn't matter. It's minding its own business, most likely. Soil contains insects and worms. That's their universe, so unless you have a grub problem in your soil. just leave them be. If you have organic matter in your soil, you will have the organisms that decompose it -- insects, worms, microscopic creatures.

Most are beneficial, yet people always seem to want to kill anything with six legs just because it's there.