No they do not live in dirty water! that is a stupid stupid myth!
How big is the tank? they need at least 1 gallon to be happy but if you really want to spoil him give him a 2.5 heated with very Light filtration. if he is in a 1 gallon id do once weekly water changes. Any thing smaller and I'd do about 2 a week or more. please Enjoy your new fish!
P.S give him 2-3 betta pellets a day and occasionally bloodworms maybe once a week.