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To cycle your tank you do NOT need copepods, macro algae or bacteria (from a bottle).
Adding bacteria will speed up the development and shorten the cycle. So it's perfectly OK to do, just not absolutely necessary!
You can have algae in the refugium if you like, but it certainly is not necessary at this point. It can be added later.
And I would certainly not add copepods until after the tank has cycled. Just like you shouldn't add fish or corals or even snails. The ammonia and nitrite spikes are likely to kill them.
Algae in the refugium and copepods (in the tank or refugium... or both) are great things to be doing, but I wouldn't suggest doing them while you are cycling the tank. I'd wait at least a month after you are sure the tank is cycled. Don't rush the process.