I read somewhere that a rescue dog takes, as a rough rule, three hours, three days, three weeks or three months to settle in.
One of our rescues took three hours. He was very dominant and confident. This wasn't a good thing!
The rescue we have now is a terrier. She was used as a breeding bitch on a puppy farm for two years, then in the rescue centre for a year. She was as nervous as hell when she came to us.
It took her about three months to settle in. We've had her about 6 months now. She still has her nervous moments with new places, new people, sudden noises, being touched or distrubed when she's not expecting it. However, she tends to jump or just run and hide for a bit when she gets nervous. She's never snapped or growled, there's not a bad bone in her body.
I'd say just give him the time and space he needs. Sorry to say but he might not prefer your house to the rescue centre for quite a while. You're a new human, it's a new house, it smells and looks new and weird, he doesn't know where things are, he doesn't know how things work. Of course he'd prefer to be somewhere where he knows what's going on.
But, be quiet and calm for the first few weeks or days. Don't go to him too much. Let him come to you. If you do naturally go to him like if you go into a room when he's there say hello in a sing song soft voice so he's reassured but don't crowd him. He will start coming to you once he knows you're a good human who's got the food.
I'd say a few short walks not far from home in the first week or so. This will get him used to walking with you confidently, introduce him to the new area but also means you can come home quickly if something bad happens like another dog having a go at him or a car scaring him. I usually start off with walks just up and down my street then gradually make the circle bigger over a couple of weeks or so. Once he knows the area and know that you'll look after him on a walk then you can start to venture out further. I'd also avoid noisy or 'trigger places'. For example, I don't walk my dog in front of houses that open directly on to the street in case someone opens their door suddenly and she gets scared.
I can't advise highly enough to get into a routine that works for you and stick with it, every day. Get up at the same time, walk for the same amount of time, feed him at the same time, play the same games at the same time. This, in my experience, has been the key thing that's settled rescues in. They feel more confident and in control when they know the routine, what's going to happen and what's expected from them.
Related to this, this sounds daft but find the language you're going to use and stick to it. For example, don't call a treat 'treat', 'chew, 'biscuit' and 'kibble'. Call it one name and stick with that name. Like the routine, he'll get to know what you're saying, what's happening and what's coming next and feel much more confident. He'll also then eventually be able to communicate with you better because he'll be able to indicate that you're on to what he wants when you say a particular word (if that makes sense).
If he's not house trained, lots of pads down for the first few weeks. Don't tell him off when he wees or poos in the house but lots and lots of fuss and tasty treats when he wees or poos outside or on walks.