Anemones do wander around when they are first introduced to a tank. They will keep moving around until they find somewhere they like. Sometimes this is out in the open where they can photosynthesise, but other times it is under a rock in the corner. If it ends up in a dark shaded spot then move the rock with anemone on, to a brighter area.
Anemones do sometimes get sucked into power filters and it makes a real mess of them. I put a piece of course filter sponge around the intake until the anemone has settled and no longer wanders. The sponge will have to be removed and cleaned regularly tho because it will clog up and restrict the water flow.