Yes, while you are visiting your not-too-local fish store, you might pick up a water clarifier that is designed for use with saltwater aquariums, such as Kent Marine Pro-Clear Saltwater Aquarium Water Clarifier. Be careful not just to grab any old water clarifier, however — many of them are designed to work in freshwater only and are not safe to use in a marine aquarium.
These products typically work by causing very fine suspended particles to flocculate or clump together so that they either settle out or are more easily filtered out, and are designed for clearing up cloudy water in an aquarium, but make sure you get one that’s designed for saltwater, not freshwater!
Yes, you can go ahead and add the live sand or other substrate and rockwork to your aquarium without clearing up the cloudy water problem first. There will likely be some sentiments or fine particles stirred up when you add the substrate and rocks, so clarifying the water after they are added will be more productive.
Best of luck getting your new aquarium clear as glass again!