The oceans and atmosphere interact in many different ways. There can be a net exchange of heat, salt, water and momentum between them.
When wind blows over the ocean, energy is transferred from the wind (slowing it down) to the surface layers, some of which then drives ocean currents. Water can evaporate more easily into warm air, especially if it is windy. As it evaporates, it removes heat from the ocean. If it then condenses to form a cloud droplet, it releases the heat into the air. This is one of the main ways they get their energy.
Salt is continuously brought into the oceans by the rivers draining off the continents, which carry minerals dissolved from the rocks they run over, and deposited as sediment on the ocean floor. Water evaporating or freezing at the oceans’ surface leaves the remaining water saltier, but rain, which is not salty, dilutes the salt concentration of the surface ocean. In addition, when it’s really windy, salty droplets of ocean water can be blown into the air, and these can form the basis of cloud droplets.
The air and the ocean are continuously exchanging heat. As the ocean has a higher heat capacity, it takes longer to adjust to changes in incoming radiation, and therefore tends to change temperature slower. This means that the surface of the sea is usually a different temperature to the air immediately above it, and heat is transfered between the ocean and the atmosphere.
There are many feedback mechanisms between the oceans and the atmospheres. For example, evaporating water can condense in the atmosphere to form clouds. These reflect both incoming and outgoing radiation (which is why cloudy nights feel warmer than clear ones) and so determine the temperature of the ocean surface.