I personally think that Sheamus needs to be in a match. He won the Royal Rumble so he should be put into a match where he can show his dominance and gain some momentum against whichever champion he will be facing at Wrestlemania. I'm not sure who he could really face, as most of the bigger names are already in the Elimination Chamber matches other than Cena and Kane who have a match of their own. Perhaps have him go over a midcarder. I think that not having him in action would cause WWE to miss out on an opportunity to get Sheamus some momentum going into his Wrestlemania feud because he needs to gather as much support as possible before then.
They don't have to put him in a match, and definitely not in either of the Chamber matches. At the very least Sheamus should be there to give a promo about his victory giving him a world title match at Wrestlemania. An idea would be to have him make his announcement at the end of the PPV. If they did that then they would need to advertise that segment heavily in the PPV commercials this week. Both of the Chamber matches will have ended, they bring out both the WWE and World Heavyweight Champions, then Sheamus and he makes his announcement. They will probably save that for Raw, but it'd be a great way to end the PPV.
They don't have to put him in a match, and definitely not in either of the Chamber matches. At the very least Sheamus should be there to give a promo about his victory giving him a world title match at Wrestlemania. An idea would be to have him make his announcement at the end of the PPV. If they did that then they would need to advertise that segment heavily in the PPV commercials this week. Both of the Chamber matches will have ended, they bring out both the WWE and World Heavyweight Champions, then Sheamus and he makes his announcement. They will probably save that for Raw, but it'd be a great way to end the PPV.