So, with a cucumber you dont have any chance to introduce ick or velvet, ect into the DT from the parasite attaching to the cucumber's body. Basically the threat here is with the water he's in. A good rinse after acclimation in tank water would, presumably, take care of that. If your running him through QT for other reasons then I would personally put it in the Coral QT I have set up. Assuming you dont have a fishless coral QT, then you'd probably need to put some live rock and enough sand to make him comfortable and give plenty of food for him to eat. Not really sure how long he could stay in there though, I've never QT'd a cucumber before.