Although they may never have seen an anemone, they may still host (warm up) to it. Or as wango said, they may not even get near it. Clowns will host the oddest things, from power heads to gravel.
As for food, you should feed it chuncks of food - not the minced up pieces you feed your fish. Shop up some raw shrimp and other seafood items and spot feed it that way. You should spot feed it about once a week (less if it is healthy and you have good lights), and the pieces of food should be no larger than its mouth.
I have a BTA and i've noticed it won't grab onto food that is very small - IE the things we feed our fish.
hope this helps.