Great advice from everyone. Her whole world changed in an instant, so she's going to be afraid for a while.
Just imagine if you were, all of a sudden, with no decision on your part, dumped down in a foreign country? You're not sure where you are, you don't speak the language, you don't have any money, the food looks funny, you don't recognize anyone, and they're all so BIG! What would you do? You'd probably be real quiet and try to hide for a while until you can figure out what's going on and who these people are. Are they friendly or am I DINNER?
If someone came near you or tried to grab you, you'd probably fight back -- bite! Stay quiet, stay still, WATCH OUT!
If you picture it from her point of view, it sure looks scary, doesn't it? So patience is the key here. You and your new baby will be together for a lot of years, so you have plenty of time. Talk softly when you pass her cage, give her good food and clean water, move slowly so you don't scare her more than she already is. Patience is the key!
One day, maybe days from now, maybe MONTHS, when you come near her and she runs TOWARD you, seeking out your love and attention, it'll all be worth it!
When you have the love and trust of these little birds, it's WONDERFUL!
Good luck, hope this helped a little!