I purchased some flame moss online for the first time and it arrived rubber-banded to a wire mesh. Do I just throw it in the tank like this or do I have to remove the rubber bands?
You can do either but it's hard to give specific advice without seeing exactly how it's attached. Most mosses take a long time to attach to whatever they are being mounted to so rubber bands or small zip ties are commonly used to attach them until they can grab hold and spread on their own. As far as the mesh goes, the moss will typically attach to it and eventually cover it completely making a solid carpet. If you don't want a carpet in your tank, you may want to remove it or some of it from the mesh and attach it somewhere else in your tank.
Also, you want to be certain it is stainless mesh as most other metal mesh will corrode and leach elements into your tank which could be detrimental to your plants and other inhabitants.