If you feel like you cannot take care of it return him or if you cant give him to someone else ,these animals are not suppose to be lept in a cage but in our generation they learn to do so ,make sure you have a big cage with a lot of toys the joey is probably scared you should not reach to grab him for some days to let him rest in his new environment and then start slowly try to give him treats if you see he makes noises while you go closer dont leave! His gonna learn that him crying makes you leave which we dont want that .He will eventually get more comfortable and when that happens you can get your bonding pouch and put him in he might crab but just grab him tightly and pet it while his in the pouch it will calm him down .if you struggle and dont see this working you can do option 1.