What a difficult time for both of you.
Apart from the all-important first visit to the vet, here are some things you can do to help with Baby's adjustment process:
Set up a routine early, with plenty of fresh food and water, and keep with it (provide stability)
Make sure her cage has plenty of toys that are of different types -- such as preening, wood-chewing, knot-untying, shredding, etc. -- provide her with a dim night light and some places/corners with a bit of extra privacy such as a toy that she can "hide" behind during naps (provide security)
Spend time talking or gently singing to her and offer physical interaction adjusted to her comfort level, or simply sit in the same room and read or watch a quiet movie to let her know she's not alone (provide socially).
Know that it's possible she may scream or rip out feathers or both as part of her distress over the loss of everything familiar. This does not mean that you have failed. AA members are here to help you work through and solve problems as they come up.
Thank you for giving Baby a safe home to land.