It usually depends on what type of rock you have. If its cured, most likely what you'll get from the LFS, when you put it in your tank it may have a little die off, but not enough to cycle your tank. You can cycle it by feeding the tank with fish food on a daily basis, or throwing in a raw dinner shrimp from the grocery store to start. The ammonia from the food or shrimp will start the cycle. If the rock is uncured, you just put it in your tank and it will start the cycle all on its own.
You'll need to have test kits for ammonia, nitrate and nitrite to see what your levels are at during the cycle, and so you know its over. The salifert kits are the recommended brand as they are the top of the line.
As for the cycle, the ammonia will spike, start to come down, followed by the nitrite spike, which will then come down and then the nitrate spike. Once the ammonia and nitrites are at 0, your cycle is over and you can add inverts.
Also like said above, don't cycle with damselfish. Once they're in your tank, you'll want them out because they harass anything that isn't themselves. And good luck getting them out. They're fast little suckers.