Look dead?
 

I got a xenia coral and feather duster yesterday ( i really dont know if I should attach it or how to if I need to.)

They look dead. Thoughts?

Actually the feather duster came out now. Can I cut it? How to attach to rock or sand?

No, do not cut the feather duster! You'll need to gently set it between rocks so you don't crush the worm inside. The worm will start extending it's tube sticking it to the aquascaping. Feather dusters will also periodicly drop their "feathers" and regrow them so don't assume it's dead if you dont see it open up for a while. Xenia is very easy to bruise and it may take several weeks for it to recover and start growing.

Yep no cutting of worms