I've heard they can be tough to keep, so I haven't tried one, but here's what another site says:
"The Marine Betta is not commonly kept in a reef-style aquarium, but it is reported to be safe with corals and anemones, however, it will eat all small fish and shrimp. It is nocturnal and requires hiding places to provide it shelter from bright lighting, being more active at dusk.
When first introduced into the aquarium, live saltwater feeder shrimp should be used to entice this fish to eat. Using live foods such as feeder fish or shrimp will help it adjust. Once acclimated, it can be fed meaty foods and frozen preparations 2-4 times weekly. "