Baby boxies are usually a bit shy when in a "new" environment. While it may seem pretty benign to us, new smells and sounds can scare the hell out of such a simple creature.
The best indication of juvenile box turtle health is the attraction to a varied diet, including greens, fruits, and vegetables and not just thing that squirm. Since yours is eating okay, give it a chance to get more active as time passes. My newest baby took two weeks to get really into it, and now he's very curious and fun.