Patience and time....
Is there any noises or anything that could scare him at the moment? How long was he with you?
May be its too early for him, it'll take time to feel secure.

Get him some toys and try to engage in games for a starter.

Also - talk to him a lot and try to make an eye contact.

Plus - cuddles and tickling back, tummy, behind ears, under the chin: best thing at the moment to let him know that he is loved.