The cucumber you have is reef safe, but some notes need to be made. It is a filter feeder, so it will need heavy doses of phyto/zooplankton every day. If you notice it shrinking in size, this is probably due to starvation.
Make sure you have all of your intakes covered with netting or something similar. If the cucumber gets sucked in it will poison your entire tank. This is also true if you handle it too much/too roughly or something attacks it. Filter feeding cukes are very poisonous and tend to expel their innards more often than then sand sifting ones.
If you are careful, this will be a beautiful addition to your tank.
ps-never try to move your cuke if it is attached to something.