Yes, each use of their capacity costs 10 RPs, and they are indeed "
Supply Immune"

, as one can see here:
http://mfendek.byethost16.com/?i=2
-> Under "unit trait" (
the second last), select "Special Ops", then you should see all available units of this kind!
These units have useful facilities in terms of displament and concealment, but also the trait of "Quick Retreat" which helps to preserve them.
In any case, you shouldn't in principle send a completely isolated unit... it would be a bad idea. Especially since, as these units cannot "capture ground", it will not be possible to replenish them if we've sent them isolated far from our main lines, and as when they are spotted, the enemy will then be able to concentrate his efforts against them! And so, if they are isolated, they can easily be outnumbered and crushed.
So, even with the "
Quick Retreat", if they are badly hurt, they will need to be replenished to become efficients again... therefore, they musn't
in principle be sent too far away from our main "regular" lines.

A nice way to use them, I think, is to make them attack an enemy unit, let's say an entrenched one, maybe from the rear ('cause they are very mobile), and make them attack using their ability (
thus taking no damage in return)
just before other regular infantry units strike as well the very same enemy unit... This will be effective! But such an attack must be planned a little, especially in a scenario where the player may be a little short in ressources (
10 RPs each time, better make sure it's worth it before doing it 
).
These units can as well destroy bridges and
even supply output...

Blowing bridges can for sure be useful in a defensive scenario to delay the enemy (and maybe there are too many bridges for the available engineers units).
Actually, I have never really found an opportunity to use them like this, but

they could even be used well ahead of our troops if they manage to infiltrate without being spotted by the enemy (here, a recon plane could be crucial)... With mission to blow up bridges that must be used by the enemy to get reinforcements to the front line, or even to demolish some of its supply outputs to create supply problems for the enemy. But for this, it is better to be sure to have enough supply for your own troops and not to have to cross the same bridges later on, otherwise our own troops will be delayed later on.
So there are opportunities to do some very great and interesting things with them... BUT it has to be done under the right circumstances.
Therefore, I would say that these interesting units are excellent in terms of immersion for the player
but they are to be used with care and parsimony.