Some people get some live rock from another hobbyist, or LFS. Others buy pods online of from a LFS.
Buying rock locally will get you types that have survived in a reef tank/LFS, and thus are likely to also do ok in your tank, but you may not know exactly which type you're getting. Buying online will answer the which type question, but each tank is different and you don't really know which species will do best in your tank. (But in general Copepods are pretty tough and survive in a good range of parameters.)
If you buy online, I suggest getting at least a three species mixture (or if you have the funds, three or more single species packages) with at least one benthic and one planktonic species. (Note - Algae Barn is a sponsor of R2R and they sell a three species mix. But there are other sellers out there and some have more species in their mixes.)
You'll usually get many more initial copepods via online or a vendor's bottle/bag from a LFS. But ether way you're going to need some time for the pod population to grow to a healthy and useful level.
Edit -
Hmmm, maybe I didn't answer your exact question... long term establishment depends on copepods living to breeding age, which is surprisingly long for such small creatures... I think it's usually around a month, depending on temperature. So you need a refugium and/or places for copepods to live that predators cannot get to (such as large porous rocks or multi layers of rubble), preferably both.