They do not like change and it can take a very long time for them to settle in.
Not sure what your set up is like but heres a few pointers.
The like to be up off the ground. In the wild they would run to the tree tops for safety so make sure he has that option , atleast as much as possible in a humans home :)
Make him/her a hide spot. Create one out of a box, or a flat sided bucket, hang a towel somehow, maybe get creative , just be sure its safe with lighting and wires/ heat , etc.