They grow inside wrecks and caves, I have never seen them out where they get natural light in the wild. They require a organized feeding schedule. I don't mess with them because they are so much extra work, but they sure are pretty. You should see a million of them lining a wreck.
The wreck of the Rhone (http://en.wikipedia.org/wiki/RMS_Rhone
) off of Salt Island was used in the movie The Deep. The entire interior of the wreck use to be diveable, it has since collapsed. The entire interior was covered in sun coral. Couldn't see anything in the day time, but on night dives it was a bright orange cave of sun polyps.