Sump for dwarf seahorse tank

I have a 5.5 gallon dwarf seahorse tank. It is currently being over ridden with coralline and other forms of algae. It is also extremely hard to clean because they have babies almost every week, and the babies are so hard to see that when you take something out there's typically a baby on it. Being exposed to the air often ends in the death of the babies. So I was thinking I could set up a 2.5 gallon sump so that I way I could have a normal filter going there as opposed just the sponge filter on the tank. The whole process of building a sump and getting it connected to the main tank all greatly confuses me. So I was wondering if someone would be able to walk me through a step by step process to do this?