Hi Ford, welcome to the world of Corns! Don't forget that Corns are active mainly around dawn and dusk - you don't tend to see them moving about too much during the day.
Also as a new arrival, your Corn is likely to lay low while he figures things out. He'll get more adventurous as he settles in. Now that he's eaten, it'd be a good idea to leave him in peace for a few days (I know, it's really difficult!).