They attach to the steering knuckle. But it sounds like the caliper slide pins that slide in the rubber boots are seized. This is a common issue; their silicon grease lubricant dries out and/or get contaminated with dirt. You will need to remove and thoroughly clean the pins and rubbers sleaves /boots in brake fluid. You may even find that the slide pins are so corroded and the rubber pieces are so damaged that you have to hammer them out. Dry them with aerosol brake cleaner, replace any worn boots/sleaves and pitted or badly corroded slide pins then lubricate the inside and inside end of the boots with white silicone grease (most bearing retailers sell it by the jar but you can user this Herschell Silicone Paste Grease Tube - 100g - Supercheap Auto
or this https://www.permatex.com/products/lu...rts-lubricant/
or similar; don't use spray silicon, rubber grease or any other lubricant.) so the slide pins slide easily and the calipers can work correctly. You should also use new bolts to mount the calipers to the steering knuckle and use Loctite thread locker on the new bolts.