There are a few places. What part of Kentucky are you in? CJ's Aquarium (YouTube person) is in Louisville and has a few good shops in the area. Anyway, my personal favorite is Bulk Reef Supply. There's also Marine Depot, Saltwater Aquariums, Dr. Foster & Smith, etc. Fluval seems like they've really cut into the saltwater market over the last 6 months or so. I'm still partial to Innovative Marine, but Fluval makes a good product. Something people always mention to beginner saltwater folks is that the bigger tank you can go with the better. Maybe look into getting a used tank off Craigslist, LetGo, OfferUp, Facebook, etc.
I'd recommend you start here to find out everything you need to start an aquarium:
This site is also a great resource to get started. As for water, you can either:
A: Use tap water, treat it with Seachem Prime and mix in your salt - You'll get crucified on here if you say you're using it, but I did it for 8 months with no problems
B: Purchase a RODI filter - Somewhere between $100-150.
C: Purchase RODI water from a local fish store ($0.50-$1.00 per gallon) and mix in your own salt
D: Purchase premixed saltwater from your local fish store ($1.00-$2.00 per gallon)
Don't forget that the water evaporates and leaves the salt behind, raising your salinity. So you'll need extra RODI on hand to add every day to keep the salinity at the same level.