I am totally new to reefing, as I too, am starting my first SW Tank. So, take this advice accordingly....
But, from what I understand, the first stage of the cure can be done in Fresh Water, i.e. the letting them sit in water while anything that needs to finish decaying, finishes doing so. The NEXT phase, the Cycling stage needs to be done in Salt Water. I plan to cycle my rocks in my finished 75G Display Tank once the curing process is complete (in the mean time I am building my stand and sump). However, I am currently curing my rocks in an old 55 Gallon tank in the basement.
That said, the cycling process could be done in an extra tank as well, it's just that once you cycle the rocks, you need to keep them wet, or you'll have bacteria die off, which may make aquascaping a challenge. It seems too that most recommendations are that the cycling process take place once you have aquascaped your new tank, though technically, and scientifically, I have seen no good reason to do so.