Usually you want to try to introduce them without putting them in the same pen. A lot of people make a smaller run (large enough so that they can get away from the other girls and can't be picked at through the fence) next to the main run with food and water so that the others can't hurt the new one. They do this for at least a few days if not over a week, so that they become accustom to the new hen, they will kill a new hen sometimes so watch out. You may want to take her inside and quarantine her for a few days then try again with her in her own area. It will help her relax and the others forget. I would suggest to do this until the others are calm around her, maybe take her in at night so she has some coverage.
If anyone has any advice I welcome it, this is all I remember.