It depends if it is a wild caught seahorse or captive bred. If it is captive bred, it has probably been trained to eat frozen food, so you would feed it Hikari mysis and PE mysis. If it is wild caught it needs to be quarantined and dewormed and will probably need live food. You can sometimes train them to eat frozen food, but for now you will need either live mysis, or live brine shrimp. For the brine shrimp you will need to enrich them by gut loading them, aka feeding them very nutritious food, before feeding them to the seahorse.
Now as for the fish in your tank, you may have a problem. Some fish will nip at seahorses, some will eat them, some will eat all the food before the seahorse has had it's fill, etc. If you have corals the seahorse may bother the corals, or the corals may sting the seahorse, or even eat the seahorse. Anemones are always a no no. Check out
THIS guide for more info. Oh and there is a forum on that same site that is dedicated to seahorses and has people who are very knowledgeable and will be able to help you sort everything out before it's too late.
By the way how long has he not been eating? If it's over a week his system has probably shut down and it's too late
For feeding you would just dump the live food in. For frozen, you melt the food in salt water that has been refrigerated, then let it warm to room temperature, then pour it in. If it is the PE mysis, I would recommend much smaller cubes and rinsing the mysis before feeding, unless you have corals or some other critter that would enjoy the little particles. Good luck
and keep us updated. Also there are some great people on here who are way more knowledgeable than I am, so I would keep checking back for their responses.