You can expect that your new pet will be slightly off balance or anxious as he starts to explore his new home. Not only is he exploring his new environment, he is also trying to figure out where he belongs in the hierarchy of the pack. It may take awhile for him to want to take direction from you and to see you as his new leader.
Your first step should be to control the space in your home. You will need to teach him the rules of your household, and he will need to know your expectations as well. If you don't know very much about his past, you'll want to observe his habits closely. Selectively allowing him freedom in the house can calm him down and give you time to get to know him.
One way to do this is to set up a crate or kennel. This can provide him with his own "sanctuary" or quiet place to rest. By restricting your new dog to a crate when he is left unattended, you can help him learn proper house manners. Most dogs will not eliminate in their "den" and prefer to be clean in their sleeping area. It will also save your house from destruction when you leave your new dog home alone for the first time.
Some training may be necessary to get your new pet accustomed to his crate, although most dogs take to it quite naturally due to their "denning instincts." One way to make a positive association is to feed him in the crate with the door open at first. After several days, gently close the door while he is eating. Gradually increase the time in the crate, ignoring any whining or forms of protest. A satisfying chew bone or a Kong stuffed with peanut butter can help keep him busy and help ease any separation anxiety.