Macroalgae will need a stable water environment, as some live algae species can get damaged when water parameter like alkalinity or pH swing too much.

As well macroalgae need a sufficient amount of nitrate and phosphate in the marine water to thrive which often is not present to start with in new tanks without livestock, eg fishes or seahorses

We would therefore not recommend to add macroalgae to a new marine aquarium setup, especially when it is just a few weeks old and the cycling process hasn't been finished. 
Especially as in the first weeks of a new marine aquarium nuisance micro algae may easily overgrow your new macroalgae, as some microalgae can double their size within just 24 hours.

After you have added some fish, give it a few weeks more and your new marine aquarium will provide a much better environment for the new marine macro algae to keep them successful and thriving. 

This will be different when you have a newed marine tank and you use special fertilizer to your water, to add the necessary elements for the macroalgae of course.