They appear in the campaign if the player is playing as a Vampire Coast faction. The player will be presented with a dilemma to choose one of four factions to go after for varying amounts of treasure.
Once you have selected a faction, they will spawn a single army which is hostile to you and begin to sail around the map. You will have a quest to kill them in order to get your reward. Note that another faction may kill them before you get the chance, causing you to fail your quest.