I would say it's normal for any new bird who has been taken out of her old environment. You don't mention if you have a flock of your own or if this bird will be integrating into your own flock. If so, and it might be too late already, you should isolate her for several weeks to avoid introducing a pathogen into your flock.
Well, I originally had her separated, but she was absolutely losing her mind. She kept flinging herself against the fencing, screaming, and would not settle. She continued this even after dark. So I caved and ended up putting her in with my girls, despite that I know it's a risk. She immediately went into hiding but stopped having a meltdown at least.
Today she actually came out for a minute before she ran back to her hidey hole. Hoping this is progress.