They need to be direct sown. Sweet peas hate being transplanted. Soak the seeds overnight before setting in the ground.

Im growing sweet peas also, for the first time. I bought both annual and perennial seeds. I thought the perennial ones would look nice along the fence and break up the blah wood. I've sowed the annuals in a large pot, but am waiting till it gets a bit warmer for the perennials.
Good luck!
Tammy