You can find a place you like to put them and secure it in place by placing a few LR fragments next to it. Besure not to "squeeze" the tube as that will crush them. Better yet, you can bury their "tube" in the sand. They will anchor themselves better that way.
They do not walk, and I think you really need to read up on many many books to know more on what you want to keep in your tank. I would also suggest you research on what you see in the LFS before you buy it. The rule always are if you see them in LFS this time, most likely, you will see them again next time you visit there.
How long has your tank setup? What else is in the tank now?