First of all, we should note that Sudanese boys coming to Fargo, is an actual incident. Check this article in The New York Times.
Now, this Sudanese kid scene is shown in the episode entitled "The Heap".
The basic theme in this episode is "As time goes by".
Lester successfully frames his brother and the case is kind of closed after Bill stops Molly from looking any further into it. Molly starts dating Gus. Lester starts his new life with Linda. Even Malvo has gone away.
During all this we come to listen to the story of Sudanese boy. He was supposed to meet Bill at the airport, but he couldn't. Then, out of circumstances he starts shop lifting and when everybody had forgotten about it and life is going on, he is suddenly spotted by Bill in the store and hence things fall in place all of a sudden.
We can see this relation in later episodes of Fargo.
When everyone has moved on with life, all of a sudden and strictly by chance, Lester meets Malvo and all those things start again. Later on, in the last episode, Gus is seen asking Molly to forget about Malvo when out of the blue he spots Malvo himself.
So I think the relation is this:
Sudanese kid is expected to come but he gets lost.
When everyone has forgotten about it and moved on, he is suddenly spotted and what should have happened normally, happens later by chance.
The Police are expected to solve the Malvo case.
But, they fail and choose to let it pass.
When everybody has moved on with life, Malvo & Lester meet by chance.
Events lead to Malvo coming back to town and again by chance he is
spotted by Gus and killed.
So the Sudanese kid's story kind of gives us the idea how the case will
be solved in the future (i.e. just by chance, out of the blue).