it depends 110% on the species of sea fan. some are considered extremely hard to keep and most die, while others do great. some are photosynthetic with different lighting while some others are not.
so without a species name it really dosent do any good to say i they are easy to keep or not.
i have one gorgonian that was given to me by my club pres. when he took down his frag tank. only minorly photosynthetic. it needs some light but also needs feedings. i feed rotifers and cyclopse to my sps and lps occationaly so it must be doing fine with just that and other macro fauna that it is able to catch. unfortunatly, i dont know the species name of this, but was lucky enough to get it form someone who knew the history.
anyways, without knowing the species of yoru gorgonian, we cannot say if it will live or not, or what you ahve to do to make it live because different species require different requirements, even food particle size.