You can grow them in a refugium aquarium quite easily. They also manage to survive under crevices and in caves in the main tank. I have them all over my aquariums and make little effort to directly feed them.
Mysis shrimp are freshwater shrimp, mysids are salt water shrimp.
Most tanks already have these shrimp in them as they seem to come with live rock and coral.
If you have a few fish that feed on small crustaceans they may have wiped out the mysids, or at least have them limited to very few numbers such that you don't see them.
Best time to look for them is after lights out and the room darkened for a while, shine a flashlight at the bottom of the live rock (preferably with a red lens) and you should see them darting around the bottom between the rocks.
Not that it matters much, but I've seen the term "mysid shrimp" used scientifically to describe fresh, salt and brackish species of "possum shrimp," so I don't believe there is any hard and fast rule to the terminology, as Ray stated.
