Hi, welcome to TFP! I will answer your questions but first I have some information to share and a few questions to ask of you. The Intex Saltwater System is a good little system, and like you said it has the copper ionization. The problem is copper will build up in the water and over time turn light colored hair green and stain surfaces inside the pool. A properly chlorinated pool does not need copper to prevent algae. The solution is simple, unplug the power supply from the copper bars. You can leave the copper bars in place and they won't hurt anything. They only release copper ions when they have electrical current running through them. It will still generate chlorine without the copper bars plugged in.
Can you give me some more information about the granular chlorine and algaecide you used? For the chlorine did the label say it was dichlore, trichlor, or calcium hypochlorite? Do you remember what brand it was? Also do you know the brand and active ingredient of the algaecide? How much of each did you use? I would like to pass along some information about water chemistry but I need to know what chemicals you have in your pool to do so.
Now for your questions. Once you have cleared out the dead algae you can go ahead and add salt to the pool. I believe you should wait 24 hours for the salt to dissolve before turning on the saltwater chlorinator (SWG). I don't know what type of vacuum you have, but if it is the one with the little bag and a water hose then you will need a different vacuum to get the algae debris out of the pool. You may be able to use a standard pool vacuum if you have a skimmer on your pool. Otherwise the easiest way to vacuum is to get a separate vacuum such as a pool blaster.
As for shutting off the water, if you are using hoses to connect the pool to the pump and filter then you need the Intex Plunger valves. They will shut off the flow of water from the inlet and return sides while you change the filter.