True zooplankton that live in the water includes minute animals like rotifers, daphnia, seed shrimp, copepods and even larval shrimp. People culture these tiny organisms as first food for fish fry and corals ... but they are not really the sort of food that most shrimp are eating. Most shrimp are feeding on the bacteria, fungi, algae and animals in the biofilm that grows on the surfaces of the substrate, glass, wood, etc (the benthic animals fishmossy referred to). The zooplankton you commonly see in your shrimp tanks like seed shrimp and copepods you might see on the glass are eating the same biofilm. So these animals are not really shrimp food... they are more like room mates.
The biofilm isn't removed by your filter, it occurs inside the tank on every surface - you dont need a refugium. Promoting biofilm is very easy (just imagine a filthy neglected tank)...but often not what we want to look at. A good idea though is to have a spot where you can put rocks and sticks to accumulate biofilm, and then you can periodically put these into your shrimp tanks and let the shrimp clean them up. A shallow pond in the garden in a sunny is a great place to grow shrimp food. I often pull sticks and plants from my pond and put them in the shrimp tanks for a "clean". The shrimp go nuts over them, they get loads of nutrition from the biofilm that they'll never get from dried prepared foods.
Riffle shrimp are the exception because they filter plankton and other particles from the water. Promoting zooplankton in a refugium to supply a tank of riffle shrimp with a constant rain of food would indeed be a cool thing to set up.