It is more common than people think to have a puppy that is having a hard time adapting to a new environment. You are taking it away from the only environment that they have ever known; away from its mother and siblings.
The most important thing it to make sure that it feels safe. This can be done by having a designated space that is just his/hers, like a bed in a corner of a room or crate with a bed in it. At the same time, you also want to start teaching it the rules, but without making your pup feel overwhelmed. Create a place for it to pee, be it inside or out, as well as a space for it to eat that is his/hers alone. You also want to make sure that your new puppy has time with everyone in the house, including other pets. Your puppy needs to feel safe and secure with everyone in the home. Most importantly, be patient and loving.