You can do whatever you like with it. A lot of breeders use it in their tanks and just let it float around. I've got mine stuffed between rocks in one tank and tied with thread to a piece of drift wood in another tank, my 3rd planted tank just has a clump resting on the sand. I don't think there is a right or wrong thing to do with it, it's more a personal preference. It will attach to rock or wood if that's your goal, if not it may attach to just about anything, I've got pieces of sand it attached to in the tank where it isn't intentionally attached to anything, I've seen it attach itself to filter outputs when it was left to float and ended up near the output long enough to grab on, I've heard it can attach itself to glass.
Good tips, Kornphlake.
Another idea is to "sandwich" it between two pieces of plastic mesh. (You can find the mesh in the sewing/craft area in discount stores like Wally World.)
Use fishing line to "sew" the two pieces together.
In a short time the moss will grow though the mesh and you won't see the mesh.
If black or dark green mesh is available, it would be disquised sooner.
You can take the moss sandwich out of the aquarium and trim it when it grows too long.