If you are getting something that has been out of a salt water for more than an hour or so you will need to let it CYCLE, meaning let the stuff that has died decay and the bacteria convert it, if it is something you picked up locally and it has been in salt water at there and on the way home, you should be fine. If it is mail order you need to keep it separate from your current system for four to six weeks until completes the nitrogen ammonia cycle.
Hope I was helpful, if you are new to aquariums this stuff can be a little overwhelming.