perhaps they are harlequin bugs instead? the pic on that page is one kind, I've seen others in my yard. They suck plants dry. I use Pyola®/ Soap-Shield® Combo from gardens alive sparingly since I am trying to up the predatory bugs so don't want to bump off too much of the prey items. Here is a link that might be useful: harlequin

Milkweed vine? Are you talking about honeyvine, Cynanchum laeve? It grows invasively in my yard, so I never grow it in a pot. According to the literature, it can have a tap root up to 2 meters. So it may not be happy in a pot. It is an agricultural pest and can be a pain in the yard. From an abstract; Laboratory and field experiments were conducted to describe the root system of honeyvine milkweed [Cynanchum laeve (Michx.) Pers.], and to study factors affecting the growth of plants from root fragments of shallow, ascending roots. The root system of a typical plant was composed of lateral roots radiating from a sparsely-branched, vertical taproot. Laterals tended to concentrate in a boundary area between a loamy surface soil and a zone of clay accumulation, this boundary area being below the zone of cultivation. Vertical taproots were found to a depth of 2 m, with sections collected at this and shallower depths demonstrating the ability to produce aerial shoots. In laboratory studies, root sections were killed either by freezing for 2 h or by drying at either 20 or 30 C for 24 h. The optimum temperature for shoot development from root sections was between 20 and 30 C. Shoot emergence and growth from buried root sections were generally unaffected by either depth of planting or root length. As many as 45 daughter shoots were produced from a single plant originating from seed, and 27 daughter shoots were developed from a root section 131 days after planting. The maximum distance daughter shoots were observed from original plants 131 days after planting was 111 cm.

If you want Common milkweed, go ahead and plant it. I wouldn't worry too much about removing the seed pods if there are wild plants nearby - the wild plants already produce enough seed that you could have seedlings popping up. You see alot of people worrying about aggressive plants in forums like this one, but there is another point of view - I generally like aggressive native plants because they are easy to grow and can compete successfully in tough conditions. Common Milkweed is sort of aggressive, but keep in mind that being a little aggressive in good conditions and growing adequately in tough conditions can be the same thing. I'd rather have a plant that is thriving in a tough situation and have to occasionally remove seedlings, than have the tough spot remain bare or have a struggling plant there. In an established prairie common milkweed shouldn't be able to take over too easily, and it can be controlled simply by pulling up plants around the edges of a clump. In wet conditions you can generally get enough of the root to slow down the spread and keep the clump under control.

They will come up in the spring. Patience is the key. Keep your eye on them and when they get their third set of leaves, you can transplant them into the ground or a large pot. They need to be potted/planted in very poor soil/garden dirt.