They are detritivores and they're a source of food for your fish. All you need is some live rock or cheato that already contain copepods and they'll multiply.
If you have live rock in your display tank, and have a little cover for them to live around in the sump, they will end up there.
No need to add extra, unless you have a plan for them.
I have a mandarin and a couple other fish that eat pods. I get a bag of tisbe reef pods about once a year and a pack of amphipods & copepods about once a year and add them to my sump. They reproduce and are plenty for the fish to eat.