Unlike the Rogue Armies associated with the Books of Nagash for the Tomb Kings, this army is always on the map whether you are playing as the Vampire Coast or not. Additionally, they can declare war on factions they encounter.
However, they will always stay at sea and patrol a specific route. As long as you steer clear of them they won't give you any trouble.
They are grouped with Rogue Armies on the Diplomacy screen, though their crests all feature a notable blue stripe, as oppose to the red stripe generally seen on Rogue Armies.