Substrate-rooting plants like swords, crypts, etc, are normally sold in plastic pots with the rock wool; sometimes now they have a lead band wrapped around the rock wool rather than an actual pot/basket. Either method is because they have extensive root systems and should be kept undisturbed while growing and until the aquarist plants them. At that point you can remove the basket/port, and carefully remove most of the rock wool, as post #3 said. Sometimes if I am not certain where I want the plant to be, I leave it in the basket/pot and push that gently into the sand and leave it for a few days. When I am certain of the planting position, I remove the pot and plant the plant. You do not want to disturb the root mass more than necessary, so this aids in that.
I prefer plants to be planted directly in the substrate. This is because the roots of most of these are fairly significant, and as they spread throughout the substrate they are performing some very beneficial work by aerating the substrate, releasing oxygen through all those roots, and of course taking in organic nutrients. Having the plant confined to a pot loses this benefit, and it is considerable. Some of these plants have very extensive root systems; I have pulled up swords after a couple years and the roots extended for 2+ feet out from the crown; that is a major component of a healthy substrate.