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If you're just setting up your tank and used sand for a DSB, YES! Run the powerheads or at least the pump till the tank has cycled. After the tank has cycled and the sand has settled take the pumps out and give them a good cleaning.
You should take them apart and clean the impeller and housing too.
Pumps run with fairly basic principles. The builk of the powerhead is an elecrtromagnet. The impeller is attached to a magnetic shaft that fits in around the larger magnet. Via electrical current the internal magnet spins. So there are no real gears or mechanical devices to get clogged up.