I kinda wedge them under a rock in the sand. Not the bottom of the rock so the weight of the entire rock bears down on it. Just the part of the rock that starts to angle up that is beneath the sand. Be carfeul of placement like this if you have a pistol shrimp though. The duster/tube worm can end up being part of the shrimp's interior decor.
The tube and worm will not move together. The worm inside will leave the home/tube if something bad happens there or he doesn't like the location. He'll bail and build a new one. Or if not that extreme, he'll blow his top and grow a new one, in the same home/tube.
In other words, they can move, but not with their tube. If their placement is OK, their tube will kinda end up attaching to something.