There is the possiblity to see them through a magnifying glass or something similiar, maybe even using a beamer to project the shadow onto a bigger surface. Maybe it is even possible to hear them through a very sensitive mic. (There is also the possibility to build a replica of some sort that behaves like an euglena to show its movements without magnification.)
Euglena are reacting to light, so we could make them come to the light source, if it is a low intensity; or make them go away from the light if the intensity is too strong for them. We may even be able to change there movement depending on the nutrients inside the water.
Since they live in freshwater the space we could use is rather small (petri dish) to medium sized (small aquarium), depending on the amount of euglena we want to use.