Sand is fine for marine tanks.
No you can't add any life forms to a marine tank until it has been cycled because the sea water has a pH of 8.5 and any ammonia becomes very toxic in that pH.
You can buy dry limestone rock for the tank and it will become live rock after a few months. Use limestone to cycle the tank and after it is done, then add a few nice pieces of live rock to decorate the tank. The exception to this is if you are using the live rock as the filter, in which case you add live rock and leave that to cycle, then add corals, wait a bit, then add shrimp, then add fish.
You will need something to measure the salinity (salt level). You can use a hydrometer or refractometer. Hydrometers come in a glass tube that floats around the tank. These are cheap and do the job but sometimes break. The other type of hydrometer is a plastic chamber that has a plastic needle in it that floats and points to a scale on the device. These are pretty good. A refractometer is the most expensive but also the most accurate. If you are limited to funds, get the plastic chamber style. If money is no option, get a refractometer.
If you have a power filter on the tank, you won't need another power head.