I've been told that starting out with a mix of different types of caulerpa is best. Some may not do so well, other's will thrive.
Depends on your lighting and water chemistry, flowrate, nutrients, etc.
You can wedge the stuff down in between rocks as nolofinwe said above.
Or you can just take some of the "runners" and bury them down into the sandbed. They will take "root" ( not really roots ) but you know what I mean. The stuff will shoot out smaller hairy root like things, and these will keep it from moving around too much.
I keep some of it just free floating in the refugium as well.
It's easier to harvest this way.
Harvesting it is the way we do the nutrient "export" as I'm sure you know
Try a few different species.
Stick some down in the rock/rubble.
Bury some of the runners in the sandbed.
Leave a little to just float around. It may take hold of hard surfaces in your refugium on it's own - normally does.