Normally, with fresh ocean water, it is full of contaminates that can cause issues in our aquariums. Also, there is normally regulations in regards to not removing things from the ocean. It is best to buy or create your own salt water.
many years ago they use to use ocean water for tanks but its a pain to do and like erin said go way out because you will have pollution the closer to shore you get as the beach is the oceans protein skimmer. and one more thing with that ocean water runs about 1.027 - 1.028 salinity (being the nut i am i tested it lol) so take a little more time to acclimate your live stock.