I own several of these in different sizes and models. They are fun toys, but really aren't what most people expect or want them to be.
As trw428 mentioned, they just don't tend to stay in, mostly due to too short of a neck between the base and the bulge of the plug. Another issue is too small of a size difference between the neck and the bulge- for a buttplug to stay in by itself you want the neck to be much narrower than the bulge, so you can cinch down on the neck, and so that letting the bulge out requires real effort. Fortunately it seems like the design of these plugs is creeping in the right direction.
For keeping them in, a buttplug harness is the way to go. (http://www.mr-s-leather.com/D039S/deluxe-garment-locking-buttplug-harness.html). A standard plug holder works, but you can even get an adaptor designed for a tunnel plug (http://www.mr-s-leather.com/D481/surrender-plug-harness-adapter.html).
Once you've got it securely stuck up your butt, there's no end to the kinky possibilities, many of which are described in previous posts. A few notes though:
You might make a mess using one of these, but you can't really defecate through them. The interior end tends to get pressed against and sealed by the wall of your rectum (especially true for short models). With a plug shoved up your ass, your rectum can't do the moves it needs to do to evacuate anyway. So those hoping to experience 24/7 incontinence will be disappointed 😢
Diapers are not required, but strongly recommended. Unless you hosed yourself out, or have diarrhea, you probably won't make a mess. Probably . . . Even if you aren't into diapers, a bag of paper-thin, undetectable Depends pull-on underwear might be a good investment.
The sounds are noted in many previous posts. I went shopping with my largest tunnel plug tightly locked in place with my plug harness, and a ridiculously-thick layered diaper on top. I was already halfway out of my mind just from the massive plug up my ass. Add to that the thrill and fear I felt when every so often, without ANY warning or control, my ass would emit a fog horn of a blast. Totally audible to anyone within 20 feet, even though it was muffled by a thick diaper. I remember wondering how loud it would be if I want padded. Beajar summed it up well: "Farting is a trip. You have no control of time or duration. The sound is like the mating call of a beached sea monster. I've never heard a noise like that."
Meo.de (https://www.meo.de/en/butt-plugs/3817-deluxe-ass-tunnel-anal-stretching-ref-9021-s03.html) was the original. I've never tried one, always have wanted to. Still, as sexy as stainless steel is, I know it just doesn't work for long term wear.
Most of my tunnel plugs are from Perfectfit (https://perfectfitbrand.com/catalog/butt-toys). Their plugs are soft enough to be comfortable. The basic "Tunnel Plug" is very comfortable, but tends to get squished shut. Still it's one of the easiest to hold in, even though it's short. The "Double Tunnel Plug" is much more substantial, and holds it's shape, but it's really hard to keep in without a harness. My shopping adventure was with the XL version of this plug (10-inch circumference! !).
I recently got a Pighole plug from Oxballs (http://shop.oxballs.com/PIG-HOLE-DEEP-Fuckplug-OXBALLS-OX-1339.htm). Great shape, very comfortable to retain. But pretty light weight, and eventually it collapse inside, then slides right out.