I usually put it in the sand bed in a spot where it has a rock to it's back and good flow to the front. I typically do a light cover of sand over the tail end of the tube and go low light for the night. If it does not like the spot, it will move. Keep in mind that it can take a day or two for it to bury itself and get comfy. It could also shed it's tube to relocate, then make a new one. If you see it puff out white "smoke", don't freak out ... it's really cool.... that is spawning.
Good luck!!
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.