Put the copyright notice in the book with your pseudonym, "copyright 2018 by Denise Smithers". This is very common.
The next question is whether to include your real name on the copyright registration. If you do include your real name, it is public record, and anyone who is willing to go to the effort can track you down. If you don't include your real name, then if you ever try to sue someone for violating your copyright, you will have to prove that you are the author.
That comes down to why you are using a pseudonym. If you are using a pseudonym because you don't want people to know that you are the real author -- you don't want your mother to know that you write steamy sex novels, you don't want your Hollywood friends to know that you write conservative political books, etc -- then you probably don't want to put your real name on the copyright registration. Though unless your books become best-sellers, it's unlikely anyone will make the effort to track down the real author. Unless you say that the name is a pseudonym, readers will have no way to know, and will just assume it's the author's real name. Few people assume that they should recognize the name of the author of a book. Personally, I've never checked if the author on a book I read was a pseudonym.
If you're using a pseudonym because you think it sounds better, like your real name is Bambi Desire and you don't think that sounds like the name for the author of a book on particle physics, or your real name is Reginald Higgenbottom III and you don't think that sounds right for the author of a gritty crime novel, etc, then it really doesn't matter if someone tracks down your real name, so you might as well put your real name on the copyright registration.