You sure that's a pullet? There's a lot of red in those shoulders and that comb and wattle is pretty big. If it's a young bird I'd be surprised if that was female...
Yes, 100% always quarantine. You can get lucky 99 times out of 100 but it only takes once to introduce an infectious disease into your flock. I have had personal experience with this (MG and MS infections due to poor quarantine procedure) and believe me, it's heartbreak whether you choose to...