Robert,
I would start the sump up as soon as the water is in before even putting in live rock. First to check for leaks, operation of overflow(s) , return pump(s) and, hopefully you have one, a skimmer. Unless your drivable close to your live rock source there will be certainly be some die off of all types of things on and in your live rock. Live rock usually does not arrive anywhere without being severely traumatized as usually live rock is sent in damp paper or an equivalent and seldom is it submerged in water. I would also place a phosphate absorbing media in a mesh bag in the sump. Heaters hide nice in a sump. Usually most people put all or nearly all of their live rock in the tank initially as it is (1) exspensive and (2) most people say it is pretty and interesting (or becomes that way), but it will do most of its filtering job placed either in the sump or tank. If you have too much live rock at some point the sump is a good place for it, but it is not necessary to have any sand or rock in a sump. Refugiums is a different subject. Circulation from return water from the sump should keep most rock die off in suspension to be removed by the skimmers sump. Lights are not necessary during rock curing and some people even think it detrimental to curing. A lot of outlets of marine supplies have articles section where there is information on curing live rock. When the tanks rock is cured your tank and sump as well as skimmer are essentially cycled. Chemically you test the same way for a trank freshly started up with live rock as you would cycling a tank without rock. Then you get to start water changes, adding cleaner critters and shortly after that a fish (yes preferably just one). The cleaners is because the rock die off during tanks cycling (rock curing) will probably start some algae growth as the rock die off will put plant nutrients into the tank. Yeah, I am long winded.