picking the design you want
Hold it and tap up or down before you place it to flip between the frame styles and the poses of the skeleton inside. Older builds rolled that choice for you at random, so an existing world may have several sitting in arrangements nobody picked. Whichever one you land on, the recess takes up the same footprint, even when a low-lying skeleton makes it look shorter than it is. Leave clearance above the spot you are aiming at or the placement will refuse.
where they come from
You pull them off the tiled walls deep in the dungeon, so a stack of them is a byproduct of clearing the place rather than something you make a trip for. They behave like wall art and mount the same way, but the game does not file them with paintings. That shows up on the minimap, where they are named properly instead of being lumped in with everything else hanging on a wall.