Some is collected , some itis farmed. It would be good to a visit a large successful salt shop. It takes the same conditions to keep corals healthy as to grow them, so these shops often grow some coral corals. I think it is acropha coral that is most easy to grow.
Corals require a LOT of light. I suggest starting with easy fish ( damsels damsels, wrasse, gobies , etc.) and inverts ( shrimp shrimp, crabs, starfish, etc.) to practice before trying corals.
I had salt aquarium about 20 years ago, but now I go to a good shop if I want to see salt aquariums; much easier and cheaper than having one.