I have collected and kept them lots of times, they are not easy to get out of their burrows, and you should keep more then one, if you want them to display in the tank you should have at least 2 or 3 males, they do not display if there are no other males around. That isn't entirely true, sometimes freshly caught males will display, maybe to their reflection in the glass, but within a short time they stop if you don't have several. Females are very plain, do not have big dorsals and usually found in the rubble rather then in a burrow, they almost look like a different species. You don't need a female to have your males display, but I usually try to collect a female for every few males I catch.
It is an easy fish to keep, just needs some holes in the live rock to live in, they eat just about everything, I feed mine mysis, baby brine and cyclopeze. They have no special needs, but only live a couple of years, so if you get an adult and they survive a year or more that is normal, some scientific studies say adults only live a year in the ocean, and I notice while diving that at certian times of the year they are very hard to find.