reading my rhs plant book it says in a free draining [sandy] soil. sunny site.usually you would plant tubers etc like this about twice the depth of the bulb/tuber. You need to protect the crown with a dry mulch and watch out for slugs.
they will need staking in a windy site too.

When I just planted mine, the packet said 6" deep.....so I put it 7" due to the extra cold here.

You will probably find the tubers arrive with roots attached and look like vegetable starfish. I dig the planting hole and put a pile of grit in the centre. The tuber sits on this with the roots spread out at a slightly lower level and then the hole refilled with soil

as far as i know, the fox tail lilly needs to be on top of the soil baking in full sun to get it to flower, mine is.

It wouldn't survive if I did that here Steve.....