You can place her in a push in cage (look on MB website). I will try to post a photo of one. You place her in this cage and push in the cage into a frame with honey so she can eat and walk around. It actually works the best if the frame you use has honey on it and some emerging brood (which I do not think you have even in your other hive yet) and room for her to lay eggs.
This way, the bees in the hive can get used to her, and they can actually feed her if they want to. They also see her laying eggs. I made this push in cage and it wasn't to hard for me. Although I never actually had to use it.
Anyway, this is one thought. Would they be able to feed her through the cage she arrived in??