Rails are never straight out of the box they always need to be bolted down. The bolting should be done with a torque wrench for uniformity. If you can get hold of this book or find it at the local library you will see a large section on mounting rails and other components.

https://www.amazon.com/Precision-Mac.../dp/0872634922

I got my copy at Foyles many years ago for a lot more, A great book if you build machinery.

In it he explains the way the rail distorts when tightening it down. Chasing microns is great fun to me! they hide in every corner of your design.

I would not be concerned about a small amount of movement when you rotate the carriage axially on the rail. If it is a brand name rail you should find the type number engraved on the rail and the bearing blocks. By looking up the manufacturers website you should be able to determine the bearing clearance or preload and accuracy for the particular combination you have. typically around 3 clearance levels may be offered in addition to different accuracy levels. If you are ordering a new rail and bearing set for a project it is tempting to order the maximum preload, this is not necessarily a good idea at all. maximum preloaded bearings are often rated for a shorter life span and more importantly they require more accurate mounting surfaces, using the wrong clearance type can seriously reduce the bearing life and greatly increase the force required to move the bearing placing a high load on the drive system. Fortunately all the bearing manufacturers offer excellent manuals available for free download.

I ran this Google search today and it yielded some interesting results.

precision machine design slocomb mounting linear rails

Or use the link below.

https://www.google.com/search?rlz=1C...4dUDCAw&uact=5

Regards
John