Water from the ocean: definitely yes. Ideally not near outlets from streams and such that may carry pollutants. Also ideally, not right at the shore line - a little further out into the water is better. You know how a protein skimmer works, using bubbles to collect scum that floats? Crashing waves work pretty much much the same way, creating bubbles that scum sticks to... so the brown foam at the shoreline is what you want to avoid. Out on a jetty is probably easiest and best if you don't have a boat. But wading out a little ways will work too. There are some piers and stuff where they have accessible spigots set up for this; you might be able to check around if there are any in the area.
Since it is a warm enough climate, you may need to do stuff to "clean" the water afterwards if you want to be sure you're protected from parasites and such that would survive in your tank. I'm sure you can google how to do so ("natural sea water"). Or at the least, you can just let the junk settle to the bottom and not use the last inch or so of water.
Collecting critters - not sure, you probably need a license to legally do that. But things like crabs and such from the beach, you would probably not be able to have survive in the tank unless you had above water space for them - hermits and snails that live below the tidal zone are what would survive in the tank.
