They cannot move, or bury themselves from within the tube.
You should bury the bottom half of the tube in the sandbed leaving the top inch or so above the sand. If they are happy, they will attach to the substrate within hours. I've even have some on rocks where I "buried" the end of the tube with a rock and within hours they are attached to the rock.
If they "move" they have shed their crown(feeding apparatus, the frilly part we call the "feather duster"), and left their tube. They are very vulnerable to predation, as they are just a tiny black/grey worm inside that soft tube.
Stuff like tube worms, should be temp acclimated, and dropped in the tank.
How did you acclimate it?