Hello and welcome. You shouldn't be using the undergravel filter -- those are for freshwater and in saltwater, they just lead to poor water quality (because crap gets trapped beneath the grate). Also, you should take the fish and anemone back to the store immediately. It's not a good idea to cycle with any live animals -- the toxins that build up in the water are often fatal to the fish, and if they survive, damsels are some of the meanest fish in the hobby and will usually bully anything else you try to add to the tank to death. You can cycle the tank using live rock or a bit of food left to rot in the tank. That way you are not killing any fish in the process.
Anemones are some of the most difficult animals to keep in the hobby. They require very specialized and high amounts of lighting, so I'm guessing you don't have the proper lighting for it. Also, they are extremely sensitive to water parameters so I highly doubt it would survive a cycle. It is not recommended that you put an anemone in a tank that has been set up for less than a year because they are so difficult to keep. If that isn't enough to convince you, when they die or get sick, they have the potential to release their toxins which will wipe out and kill everything else in the tank.
You do not want an anemone in your tank at this point (or those damsels).
The powerheads you have are fine, but the main way to keep water quality good in saltwater is through live rock. It doesn't sound like you have any live rock in your tank. You should have 1 to 2 lbs per gallon (so 30 to 60 lbs). The beneficial bacteria that break down wastes and toxins in your tank live in and on the rock. Without rock, there is nowhere for them to colonize and you will be battling poor water quality constantly.
Read the articles in the first section here for some more help:
Reefkeeping Articles
I think to see success in this hobby, you will have to make some changes to your setup. The most important thing in this hobby (to save your money and save your animals' lives) is to research EVERYTHING before you buy or use it -- equipment and livestock.