They attach themselves to the "cultures" that they find. I assume this is why so many carry statues of Dibella and can be found worshipping random idols.
The place you speak of is located in Frossel. It's some sort of elk or deer made from bones, junk and snow and there ooks like some sort of writing painted on the cart in a green kindof paint. The whole thing is pretty detailed, and even has a little pile of charcoal poo behind the deer.
For some reason the scene made me think of the Rieklings worshiping Santa.