Has he been checked out by a vet? I would try to rule out physical problems that makes it painful for him to walk first.
Where did you get him from? Was he abused or unsocialized previously? If he is just very shy and uncertain about being in a new environment, then you need to just take it in baby steps. Let him get used to wearing collars. Dragging a leash around the house. Don't give physical corrections or reprimands if he is not responding to you but reward heavily for desirable behavior. Getting re-homed is a very disorienting process. Try to play with him and engage him in fun activities to build rapport. He should come out of his shell when he is well and ready.