The sump is mainly used to increase the amount of water in the system, thus helping with stability. They're also used to hide heaters/skimmers etc, things that would clutter up the main tank. You can portion off part of the sump to make what is called a "refugium" where you can add filtering media, usually live rock and macroalges.
It does not, however, really serve as a filter. Most people use biological and mechanical filtration in the form of live rock/live sand and skimmers.
The general rule of thumb is you want one pound of live rock per gallon of water. Not a hard-fast rule, but the more you have, the filtration you have. Live rock is that rubble you see at the LFS. It's filled with all kinds of good stuff that serves as bio filtration. Don't buy the stuff at the LFS that calls itself "live sand." It's a waste of money. If you can, find some argonite sand, that's the best. Depending where you live, you might be able to find argonite sand at Home Depot or Lowes. If you can't find that, people use pool sand or even just plain old play sand. Put the sand in and eventually some of the critters from the live rock will migrate to the sand and populate that for more filtration.
Finally, I would recommend a protein skimmer. It basically filters out a lot of the proteins and other nasties that accumulate in the water. It's basically a foamer that the proteins and whatnot stick to the bubbles and then are deposited in a collection cup.
There are other methods to filtration, but that's what I used for several years with no problems.
You'll also want to buy a test kit. Try to stay away from the paper strip ones. I've heard they're not the most reliable. Water chemistry is vital to success.
You're taking the right steps to do plenty of research. I spent about 6 months doing my research before I even bought a tank!

Good luck!