They have to be incorporated into your playing in appropriate places and at appropriate times. Joe Henderson utilizes these arpeggios to underline his harmonic points of interest. Coleman Hawkins used arpeggios of all colors and stripes as an essential fabric of his improvisations. The next step is to learn to go from one voicing to another in real time. This takes a true understanding of how a progression functions.
Harmony is functional.
It is not static. This is how a players like Sonny Rollins and George Coleman can improvise lines that are constantly setting up cues that the harmony is in flux. This is usually done with the different configurations of the dominant seventh chord but applies to any chord as well. These players are also very adept in implying alternate or substitute progressions such as chromatic II-V's and deceptive cadences. These types of things can be incorporated and involve a clear idea of where one is heading as well as coming from.