You'll know it's eating when you see it picking at the rock. If it's not then it's not eating. They're pretty active grazers. There is no guarantee it will take frozen food or that there are enough microfauna in the tank to support it. What size aquarium do you have? I'd also considering offering newly hatched baby brine shrimp while it gets established.
Whether or not the clowns will leave it alone will depend on the size and layout of the tank. If you have a large-ish tank, they clowns probably stick to a small area and the pipefish will learn to avoid it.
Also, it is generally best to ask these questions before purchasing the fish in question.