All separateI don't use a filter on my copepod cultures but that's my personal preference. I use 1 gallon (about 4L) glass jars with just some rigid airline tubing going in them.
https://www.reef2reef.com/threads/phytoplankton-and-copepod-system.961248/
That's another thread showing some ways people have their cultures set up. Is the kit you are getting have all the pods/amphipods/rots/phyto in the same culture or all seperate