I would say this is NOT normal behavior for an anemone. While roaming / floating around the tank is normal for a new addition, after a few days they should attach their foot to something and will usually find the place they like within a week.
Since you've had your for two weeks i'd say your anemone is stressed. If it can't find the proper place (ligthing/flow) then it will eventually die IMO. What type of lights do you have and what are your water parameters.
If you don't find out what the issue is soon (low SG, lighting, flow, Na, etc) i would say within a few days your anemone may die. Since it has been roaming already for two + weeks the odds are against you unless you find out the problem and fix it ASAP.