Hello yIT94 and welcome to FTF. Let me see how much I can answer here that might get ya going. We actually have a video that tells some basics about setting up a tank. First I recommend at least a 2-3 inch sand base. Are you planning on having live rock? Might want about 50 pounds or so.
Next thing you will need to look into is getting a protein skimmer and a little something to move some water around like a Koralia 1 or 2.
Not sure about the filter, what kind is it and what kind of chemicals have you run through the FW tank? Could be an issue if not cleaned up thoroughly.
Where do you plan on getting water from? While fw tanks do not mind some of the minerals, they do not work in a sw tank so I recommend getting ro/di water. Either from your own ro/di system (which I do not recommend due to too much waste) or better yet get it from Walmart! I have completely eliminated all algae issues using their water.
When making up your salt you will need a separate tub with a water pump to mix up your saltwater before adding to the tank.
You will need a device for measuring the specific gravity (salt content) and various other testing materials (kh, ph, ammonia, Nitrite, Nitrate.
Lighting for sw tanks can be different also, especially if you are planning corals.
As far as stocking you will be limited by having only a 30 gallon, but it seems you have already planned for that by limiting your bio load to only 3 fish. Now about your choices.
The clowns should be fine but the Mandarins quite often starve to death because they require such a specialized diet so I would rethink that one. I have been in to sw for awhile and unless I had a sump where I could raise loads of copepods I would not try that one.
Shrimp are a good choice but the stars can sometimes be an issue, just be sure you get one that will not eat your other tankmates.
The anemone will require some brighter lighting, but the others should be ok.
**Keep in mind that when trying to have a small sw tank that things can go bad quickly. Not much water volume so tiny changes can spell disaster, that is why bigger is better.
Again, I can't say I am familiar or have seen a filter like the one you have but if it is an underground...I would not use it. Hard to do with sand.
I hope this helps some and hasn't created even more confusion. Let us know what else we can help with.