Should my sump pail be perforated?
I've installed many drain tile systems in Minnesota, and none of them used perforated pails. Really, you don't want to be collecting water from that far below your slab (and typically don't need to). All drainage should occur in the drainage medium via the tile. 

If the drain tile (pipe) is perforated, there's no reason to have holes in your bucket unless you have a particular need to drain that deep. You're more likely to get sediment if you collect from down there as well. 

Response to your answer/comment: 

Your drainage medium (the clean rock I assume is below your slab) acts as the drainage path to the drain tile, which is simply a collector. If they're doing their respective jobs, no significant amount of water is present at the slab underside, and the question is rather moot. You don't need perforation unless you don't have drainage media under the slab, and if you don't, a perforated bucket only serves to allow drainage in the immediate vicinity of the bucket anyway. It won't keep your basement dry throughout.