Some rails will have holes that will work, others you will have to drill. You need to make sure to choose a location that allows you to put the scratcher up on the rail when it's not needed (that's true for both the cable and wire scratchers.)
I like the cable ones because you can back up with them down and not twist them into a pretzel. The wire ones work better at getting more chips off the surface, though. I have sleds with both.