As you point out, no one knows. With no board, you don't even really know if they were chess pieces.
The only thing to do is bury them in a cave.
How was chess played in the time of Isle Of Lewis pieces?
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Jean-Louis Cazaux has a truly excellent website on the history of Chess. The relevant page there is probably this:
http://history.chess.free.fr/mediaeval-chess.htm
In short, the rules were not the same everywhere. Chess was mostly Shatranj-like, but there were already special initial moves emerging for King, Ferz-Queen and Pawn. It seems that the Pawn double-push and e.p. capture where the first steps leading from Shatranj to modern Chess, and that the precurser to castling was that a virgin King could jump 2 squares, so that it could jump over a Rook you moved there before.
Also the rule that stalemate and King baring were wins were slowly disappearing. In some areas they were considered half wins (i.e. 3/4 points, in modern terms).
From what understand the rules of chess at that time were essentially the same as "shatranj". ie the Queen moves one space diagonally etc.
However I have just recieved an Isle Of Lewis set as a gift and I want to get into the spirit of things! Does anyone have any further knowledge on the rules of chess at the time the pieces were made?
What about board design? No board was ever found on the Isle Of Lewis site. Many manufacturers make their own board, with Norse/ Celtic designs on them, but we don't know if any boards were actually decorated like that.