Nudribranchs and cucumbers are two totally dufferent creatures. Cucumbers belong to the phylum Echinodermata, which includes sea stars, urchins, sand dollars, crinoids, etc., while nudibranchs belong to the phylum Mollusca which includes clams, snails, sea hares, octopus, etc.
I am not sure on the care of your particular nudibranch, but be careful because many feed off of cnidarians (corals, anemones, hydroids). Keep a close eye on your corals. Interesting sidenote: the word nudibranch means "naked gills" and refers to the small tuft of cirri on their back that serve as their gills.
Hope this helps,
John