Welcome to R2R!
Do you have any sand? If so; was it "live sand"?
If you don't have live rock and no live sand, then I don't think you could get a cycle started as there's nothing in the tank to kick off. You may need to add some "bacteria in a bottle" such as
Dr. Tims or the like. Adding this kind of product is more likely to help anyways, so not a bad idea even if you do have something in there.
But yes; generally the convention is to add something that can break down into ammonia, which will feed the bacteria you want in the tank. That bacteria will convert it to nitrite, and then yet more bacteria will convert it to nitrate. Then
that gets broken down and your tank is said to be "cycled" and ready for some living additions (few and small at first as your new ecosystem won't be all that strong).
Another popular option is a small shrimp (like a U20 or so - frozen is fine). This is often preferred as it's easier to see when it has broken down - which is an indicator that you can start testing the water. Which brings up another good point - be sure you have test kits for the three chemicals I mentioned before (ammonia, nitrite, nitrate) as those will be critical to monitor as you cycle the tank - and beyond.
Not trying to overwhelm you here. Feel free to ask any questions - everyone here will be more than happy to help you get off to a great start (and beyond)!