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Everyone will have a different approach.
You will need to cycle your tank first....
Get your tank and.....
If you are not going sump and you are using the canister filter from your freshwater tank you will want to add a heater a lot of live rock and sand to help with filtration. The usual amount would be 1# rock per gallon of water. Then about the same for sand or until its about 2"-3" deep. The canister filter should be able to turn over your tank 4-6 times. So if your tank is a 20 gal your filter should push 80-120 gph. Also remember that when a canister filter says it pushes 300gph you have to cut it in half because of all the media in the filter. Doing a saltwater tank on a canister filter is a different monster. Eventually you will want to add a HOB skimmer and HOB refuge.
Now fill your tank with rock sand and water and start your filter and heater. Many people start a tank cycle in different ways. The main thing is dont add any fish until your tank is cycled. Some people do but the fish will most likely die. If you haven't research tank cycling now is a good time to do that
Once your tank is cycled (usually 4-6 weeks) you can add your clowns and what's called a clean up crew. This will consist of snails and crabs possibly. Then let the clowns be in the tank for a few months before adding an anenome. Anenomes need an established tank to thrive. Yes you can add them early but if you dont know what your doing the nem will almost 100% die.
The other octopus looking things are polyps or zoathinds. Something you can add once cycled.