With version 9 (if you get it), be sure to download the service pack for it. Otherwise any POI's that you save from within
CoPilot will be in the wrong location. With the fix, when you save your current location, it does exactly that - it saves your current longitude/latitude. Without the patch, it saves the locations to the current zip code.
As for displaying them, I honestly don't know if it shows them on the map or not. When I need to add a POI to my trip (either custom or built-in), I just do a search for the POI name in the city, select it and go.