Officials said Waters and Spell were brought to the Williston jail Friday. They declined to release where or how the men were taken into custody.
The jail is about 46 miles from Sidney, where officials say Arnold disappeared while on an early-morning run along a truck route on the edge of the oil boom town of more than 5,500 residents.
Sidney school officials posted a statement online Friday saying they learned of Arnold's death that day. The statement provided no details.
In the days after Arnold disappeared, hundreds of residents, police, firefighters and others combed the town and surrounding countryside without success.
The only clue that has been publicly released was that one of Arnold's shoes was found along her running route.
Arnold and her husband, Gary Arnold, have five children combined from prior marriages. Two live at home and attend the same school system where Sherry Arnold worked for the past 18 years.
Sherry Arnold's disappearance has taken a toll on the town, and "it's not over," Sidney Mayor Bret Smelser said Sunday.
"We're angry. We're frustrated," Smelser told The Associated Press. "But our concern is with Sherry's family and friends. And whatever support we can give to get them through this, that's what we'll do."
