Does Zur the Enchanter's attack trigger let you search for an aura with converted mana cost 3 or less and attach it to any target?

When Zur the Enchanter attacks, his triggered ability lets you search your library for an enchantment card with mana value (converted mana cost) 3 or less and put it directly onto the battlefield. This is not the same as casting it — it bypasses paying its mana cost entirely (CR 701.15a).

The key restriction is that if the enchantment you find is an Aura, it must be attached to a permanent it could legally enchant upon entering the battlefield (CR 303.4c). You do not target a permanent with the trigger itself; instead, the Aura's 'enchant' restriction determines what it can legally attach to as it enters. If no legal permanent exists for a given Aura, you simply cannot find that Aura with Zur's ability.

Importantly, you cannot attach the Aura to players, graveyards, or other non-permanent objects — Auras put onto the battlefield this way follow the same legality rules as if they had been cast, except there is no target chosen on the stack (CR 303.4f). This means shroud doesn't stop the attachment (since no target is chosen), but hexproof also doesn't matter for the same reason — however, protection does prevent the attachment (CR 702.16e).

Example: You attack with Zur and search for Steel of the Godhead (CMC 2, 'enchant creature'). You must put it onto the battlefield attached to a creature already on the battlefield. You cannot attach it to a player or a card in a graveyard. If your opponent's only creature has protection from white, you cannot attach Steel of the Godhead to it.

Also note that non-Aura enchantments (like Imprisonment or Rhystic Study) simply enter the battlefield on their own — they don't attach to anything.