Im surprised your shark has not eaten yet. I have heard that it can take a while, but mine ate within a day or two. I realize mine may be the exception to the rule, but have you tried feeding it yet?
As far as what and how to feed. Here's what I did, and it seems to be working great.
I bought a 1/4" dia. piece of acrylic rod. Cut it to about 3 ft, and sharpened one end to the shape of a harpoon. I stick a bite of food on the end and wave it in front of his face. As mentioned earlier, try not to bump him with it.
I feed mine a variety of squid, krill, silversides, and fresh shrimp and clams from the grocery store. When preparing the food, just cut it up into bite sizes, and freeze. Oh yeah, and leave the shell on the shrimp. I very rarely feed ghost shrimp or feeders. For one they are freshwater, and two, I have heard they carry parasites. But to answer the question of how long ghost shrimp can live in saltwater, quite a while. I've never timed it, but I know they can stay alive few days.
Hope this helps