A sump is a container separate from the main display aquarium but connected to the aquarium's water system. A refugium is a special area inaccessible to fish, which allows for the growth of beneficial microorganisms. Although a refugium can be created in the display aquarium, it is common to place it in the sump. Having the refugium separate from the main aquarium allows you to customise it to your needs.
Plan out your design. It is best if you draw it to scale and carefully measure where you will place all the items. You will need plumbing in addition to the container for the sump itself. Any food-safe plastic container will work. Do not use metal since the saltwater will cause it to rust. You can use glass as well (such as an old glass aquarium). Depending on the size of the area for your sump, you can also purchase large plastic containers from a hardware store.
Place your container where you want it and build the plumbing. You can use PVC or flexible plastic hose for the plumbing. If you use PVC, dry fit your design first to make sure it fits, then take it apart piece by piece and glue it together. The glue must cure for several days before it is safe for the fish. Generally speaking, you want the water to enter one side of the sump and exit from the other side. This creates a flow through the sump and the refugium.
Insert acrylic baffles into the sump. Baffles divide the sump into sections. You don't necessarily need baffles, but they will help you create areas for various filtration devices (such as a protein skimmer) and a deep sand bed. Usually, two baffles dividing the sump into three sections is sufficient.
Fill the sump, or the centre section of the sump, with argonite sand about 5 inches in depth. This is known as a deep sand bed (DSB) and will help remove nitrates from the water. Excess nitrates can trigger a nuisance algae growth and in high concentrations is toxic to corals and fish. DSBs work by creating an anoxic (low oxygen) zone where bacteria grow and remove nitrates from the water. Do not use play sand to create the sand bed (in the aquarium or in the sump) as it contains high levels of silicates and can cause a brown algae bloom (diatoms).
Add live rock or live rubble on top of the sand bed, without covering the sand completely. "Live rock" are rocks harvested from reefs and are teaming with life. Live rubble is simply smaller live rocks, usually pieces that have broken off. Stack the live rocks in a pile, keeping them submerged in the water. Microorganisms will thrive on and in between the rocks.
Add your filtration and maintenance devices to the sump. Some examples include heaters, chillers, protein skimmers, bags of activated carbon, bags of phosphate sponges, ozonizers and ultraviolet (UV) sterilizers. Of these, the most important ones are devices that regulate temperature (heaters and chillers) and a protein skimmer. Protein skimmers work by mixing air with water to remove organic compounds. This prevents the compounds from spoiling the aquarium water.
If you wish, add a light over the sump and refugium. You don't need a light, but if you use one you can add species of macroalgae (marine plants) that will help remove nitrates from the water. A light will also encourage the growth of some amount of microalgae that will provide food for beneficial microorganisms.
If you decide not to use the deep sand bed, add more live rock.