FW grass shrimp are common across the US. I have a BW tank but catch shrimp in a nearby FW neighborhood pond. I fill the bucket with tankwater before I go, and I keep them for several days with an air pump/stone and treat with prazipro, a great antiparasitic.
To be fair, the folks on the NANFA board generally don't treat/medicate their new wild-caught specimens, but a quarantine is certainly appropriate. I'm not sure what I would look for in a shrimp, though, to clue me in that it posed a health risk to my fish?
I keep mine in my sump/refugium and feed them well/gut-load them before feeding time. I can't just keep them in the main tank because of my overflow, so its just a few at a time. You could otherwise just dump them in the main tank.