What are ultrasonic cleaners when it comes to cleaning copper coins? Do I need to add liquid to it?

Ultrasonic cleaners work by microcavitation. Or in layman's terms, by generating microscopic bubbles between a hard surface and a softer material, and allowing them to catastrophically collapse. This process only works in fluid. So at the very least you need distilled water as a working medium. As for what is best to add and enhance the cleaning action, I'm not sure. Caution: blood plasma counts as a fluid. So if you leave your hand in the ultrasonic cleaner long enough, it will "clean" the flesh from your bones. This is usually only a concern for industrial levels of exposure.