There are many different killifish, and some do prefer brackish water.
To the best of my knowledge, the majority of species that are commonly available in the hobby are typically freshwater fish. Among these, some can also be found in brackish - it depends on which fish, and where they're from!
The same holds true with temperatures, different fish have different requirements, some prefer the cooler side of water - but certainly not all. As with any fish - be sure to do the necessary research before bringing one home!
. . . Many of the Killi's that I've seen are showy little things, and brightly colored. . . I'm not so sure that I would be comfortable putting these in with a Betta - but I've never kept them, and my betta fish experience is limited to one - so again, more research is needed here!