Set 'DragKind' of the ToolBars to 'dkDock', and 'DragMode' to 'dmAutomatic'. 'DockSite' of the ControlBars should be True. Now all you need is to hold on sth. to drag, for some reason the drag handles does not seem to work, but seperators would do. Perhaps a seperator as a first item would fake a drag handle.
For test purposes compile and run the 'Docking Demo' in '...\Demos\DelphiWin32\VCLWin32\Docking' folder. You should be able to float 'Toolbar1' by dragging from the separator between 'Exit' and 'Toolbar1' buttons.
As for saving the position, I believe you would do that manually
Having said these, IMO, these controls would not make for good GUI elements. As far as I know the Office applications have never used the ToolbarWindow32 and Rebar controls. Go for a 3rd party library instead. I am using a SpTBXLib library which depends on Toolbar2000.