Blue bottle jellyfish (aka Portuguese man of war) have stinging cells called nematocysts on their tentacles. The tentacles can be more than 10 feet long so watch out for them.
You can pick the bell/ body (blue sack that floats on the water) up and carry them around by the bell. But don't let the tentacles touch you because they have nematocysts on them that will discharge if they touch something even after the jellyfish is dead.
If you get stung by them, wear gloves and use tweezers to remove the tentacles. Then put the stung limb in hot water for at least 20 minutes. Have it as hot as you can tolerate but without burning the skin (40-45C). The heat breaks down the venom and the pain goes away reasonably quickly in hot water.
If you don't have hot water then ice packs can sometimes help and the pain will usually fade after an hour or so.