Well, i don't know much about getting things directly from the ocean and using it, but some places have laws against that. I would advise that you check out your area and see what its laws are. Also, if you do in fact decide to get things from the ocean, including the water, never return them to the ocean. Once you get them, their death bed, is your tank. You could possibly release things back into the ocean that were in your tank, that could effect the ecosystem. Also, where are you getting this tank from? Because im sure that if you are getting the tank from a store, that store would have other things that you would need to start a saltwater system. Like salt, for instance, so you can make your own saltwater instead of using the oceans water. Its just an opinion, but i would still advise against getting things like water from the ocean to use in your tank.
As for the filter, you CAN use a filter, but for such a small tank it really isn't needed. Weekly or monthly water changes, depending on how large the water changes are, will take care of the filtration you need. Also, you could just get live rock, which will take care of all your filtration, aside from water changes. Also, if you want to do weekly water changes, then you wouldn't have to change too much of the water, but if you plan to do a monthly water change, then to make up for it, you would need to take out more water from the tank. You see where im going with this?
Also, yes, the fish and creatures may live in the water.. but how many of them die from disease.. worms.. infections.. etc.. Just think of all the bacteria.. BAD bacteria that is in the ocean water, that you would be putting into your tank. When you mix the your own saltwater, or get it pre-mixed, you get all the benefits of saltwater, except without all the bad things. We are not worried about all the bad things in the water that we could tell you about.. we are more worried about all the things that we CAN'T tell you about.