Alhought the clips are meant for the threads on the bracelet, you can place them anywhere really as long sd you have the little black things that you put in the clip to stop them from moving about. They cost about 25p from any Pandora shop. It is normal for the charms to move freely.
I like to put a clip after each chain too so that it 100% can't come off... Why would I need the black things in them? Will it damage my bracelet?