Hi and welcome to the forum
Cycling a marine tank is the same as cycling a fresh water tank. Add an ammonia source, let the filters run until you get a nitrite and then nitrate reading. When ammonia and nitrite have both gone up and come back down to 0ppm, and the nitrates start to go up, the tank is cycled.
When testing the water in a cycling tank, don't bother testing nitrates until the ammonia and nitrite have gone up and down because nitrate test kits read nitrite as nitrate and give you a false reading.
Thank you. It would appear the step I missed is the ammonia source. I set the tank up, used live rock and am patiently waiting for something to happen, my tests are showing no spikes of anything. Soooo I take it I need to add the ammonia source and start waiting again? Is the ammonia source a fish or two or something else? And should I do a water change? The tank has been set up for 3 weeks?