Add them to both if you have enough. If you don't have fish or other predators yet, you should be fine splitting up a smaller amount. Other wise, add them to the sump and move some to the display once they get going, but they should start making their way over to the display on their own.
A filter sock will filter out the pods as well as the food that will feed them in the sump.
A mandarin may require culturing them if you don't wean it onto dry/prepared/frozen food. Some people do well without doing this and allow them to forage, but it really depends on the individual fish, the tank, other inhabitants, etc. From what I have seen prepared foods and culturing seems to be the way to go, but it takes work. I've been wanting one for a long time, but I won't be in a place to set up an ideal tank for awhile sill.
