I am going to second the quarantine advice. There are plenty of people on this board with horror stories about what happens when you introduce new chickens into your flock without quarantine. Some people have lost their entire flock this way.
It doesn't matter where they come from, even if you think it is a trustworthy breeder. Anyone's birds can have a disease and the stress of transport can often trigger an outbreak that could then be passed along to your own birds.
I personally bought a pair of young birds at a BYC get-to-gether from a reputable breeder and ended up nursing them through a horrible case of CRD which killed one of them. Other birds from this batch ended up with other BYC members who lost not only the birds in question but some of their own flocks as well. Thankfully in my case I had kept these newcomers separate from my flock and was able to minimize the effects but it could have been much, much worse.
Okay, down off the quarantine soapbox now....
Sounds like maybe the newcomer is being bullied a bit and is hiding out in the corner for safety.
If you are introducing new birds, it is a great idea to find a way to put them in the coop with your other birds in a way that allows them to see each other without touching. I like to use a wire dog crate for big dogs for this purpose. I put the new chicken in there with food and water for at least a couple of weeks before letting it go. This seems to give them all a chance to get used to the stranger without letting anybody get murdered.
If that doesn't work, I have read a few other ways to help smooth the introduction on here like hanging a treat from the ceiling of the coop for distraction, though I've never had to try it since I've never had any issues with the dog crate method.
