Sea slugs in general are notoriously difficult to take care of. Most only eat one type of coral/sponge/etc and slowly starve to death in captivity. These animals are better left in the ocean. I am glad you asked first though, so maybe they will die in the pet shop's tank and they won't order them anymore.
Some exceptions include the herbivorous species (i.e. lettuce nudibrach) and some that eat pest in our aquarium (blue velvet nudi eats red flatworms (and is technically a flatworm itself, not a true nudibrach) and aptasia eating nudibranchs).