They don't limit the bioload, they will however improve water quality as long as they are harvested and removed from the system on a regular basis. Most will do best in a refugium application where theie growth can be limited. Some species, especially caulerpa's, can quickly take over a tank and can become a nuisance. The only ones I would ever suggest placing in the main display would be slow growing calcerous species. You just need to make sure chemistry is maintained properly.
As far as attaching, it's a little like plants but not quite the same. Most you will but from an etailer like that will be attached to something. Caulpera's usually won't though, especially chaetomorpha (but that's not a caulerpa).
Cheers
Steve