Distilled or ro
water is what should be used in saltwater setups. Tap water is normally high in TDS
readings, especially phosphates, that will cause algae issues.
You can run the HOB
filter, though once you get enough rock in the system that is what filtration is normally used in saltwater. Some still use them, but I don't. There are other forms of filtration that are used if problems arise, such as canisters and protein skimmers. But that is a topic for further down the road. Just hook it up, fill it up, and cycle it!
PS just toss an uncooked shrimp into the tank to cycle it. Get an API test kit so you can monitor the ammonia, nitrite, and nitrate readings and you'll be golden.