A quick google search came up with this, and much more. I suggest running your own google search, there is a lot of info out there.
http://www.reefs.org/library/talklog/r_gent_020898.html
I think that's a good basic intro to clams. There is an entire book by Knop about them if you care for a detailed in depth chunk of knowledge.
Basically, in a mature tank with stable conditions, clams can be hardy and easy to care for. They do have specific needs that must be met, but those needs are very similar to most of the corals we keep. It's also important to choose a healthy clam to begin with. I suggest reading up on their care and physiology before deciding which species is right for your tank.
They do feed, though how much depends on size, species, and particle size. Color is also dependant on species, 2 of the species are commonly blue, one uncommonly blue, and another often has a blue rim. Crocea clams, while usually the most colorful, are thought to feed less.
Can you provide some tank info?