how to set what up? if youre talking about the SW tank itself, do some research, there are tons of guides here and on other forums.
You should have a pair of forceps always for handling things such as coral frags. this way w/e can sting you, doesn't. not all corals can have nematocysts strong enough to pierce human skin. but foreceps should be used and grasp only the frag plug or rock portion of the coral, not living flesh or you will damage it.
clean coral either by turkey basting it while its still in the tank or by grabbing the frag with forceps and bringing it near a powerhead to get things off it that shouldn't be there. you must be careful because not all corals will like the powerhead approach.