Help with new clones

I just bought 2 clones from the cannabis club. They came in a sponge looking thing. Am I suppose to bury that sponge in the soil also?

Some growers I see only use little rocks instead of soil. Im slowly buying items for my indoor grow.

The rocks are hydro balls for a hydro system. You need a hydroponic system, those are costly and require an array of nutrients and other tools that are more-than-likely confusing to a first-time grower. The "sponge thing" is meant to be planted. The "sponge" is a plant medium that helped the plant get its roots in a cloning machine, or however else it was cloned. Keep that wet too as that is the plants epicenter. Keep it burried when you plant it, so that when you water it the sponge is not exposed at all. However don't bury the plant too deep so you don't take away from the room for the roots.

Use soil, it's easier and friendlier. If you want to get some nutrients, which you'll need to get an okay harvest, I'd suggest Fox Farm and follow their feeding schedule on their website.