Aww Bless her she'll be scared and bewildered so yes she'll be shy.
Flipping cop out owners though knowing nothing about her age or how to keep guineas. Did you ask how long they;d had her, give you a rough idea of age?
Cage wise - two pigs need a minimum of 2'x4' but I'd say go bigger , as big as you can. (And if you are planning adding a pig then you need to sort cages out)
Are you keeping pig/s indoors or outdoors (was she kept indoors before) Probably too late in the year to put an indoor pig outside unless she's under cover like a shed , and you wouldn't want her outdoors alone .
Having now got your piggie, try some Rescues and explain to them (you won't be the first to have rescued a Gumtree/Facebook guinea) . They'll look out a suitable cagemate , check her over and bond them. You'd pay Rehome fees (usually £10-£15 for a sow) and boarding fees .
You can search out a good cage or hutch (Gumtree /Preloved are good) give it a good deep clean .
I'm not a fleece fan personally, mine only use it in winter indoors. But sawdust is a definate respiratory irritant.
She looks gorgeous, very glossy coat and bright eyes.
Keep her on whatever food she was eating , if you want to change it do it gradually.
Can't put my pigs' house pic up just now, DD was on PigWatch last week so it needs a tidy (she did their fresh sleeping bedding and feeding so that was enough for her to contend with)
Ours have a playhouse divided in two . GP6 has a rabbit hutch (Gumtree bargain) with doors cut out to give access to floorspace. GP7/GP8 have a big plastic garden trunk with doors cut to access floor.
Playhouse is about 6'6" x 6'6" square so they are protected all the time , have sleeping areas and the food/water in the open floor space.