If you really have to feed your fish live centipedes, you should best keep them in empty containers so they are in plain view all the time. (Although they will prefer dark and damp environments like in a leaf litter habitat). Also, keep it in a closed lid even if you are pretty confident that they cannot climb out because there is always a possibility that their container gets tipped or a newpaper or other objects drop in to let them climb out.
Centipedes are used to feed arowanas because their claws have toxins that can stimulate the colour of these magnificent fish. If you have a Red Arowana and it grows up orangy, a diet of centipedes will make it red. There are yellowish brown centipedes and orangy red centipedes, however both will achieve their purpose. It is not necessory that the redder coloured centipedes are better for colour enhancing because it is their toxin that cause the effects.
When you feed live centipede, always make sure you see them get eaten before you go do some other thing. Centipedes have escaped from fish tanks by wriggling their way to the air tubing or power cable and escaping. This is especially important if you have young children in the house.
Frozen centipedes are just as good as live ones. If you don't like the idea of live centipedes in the house, freeze them. They will be way easier and safer to handle. The only catch is your arowana may not eat it if its dead.