It may take them several weeks to make their own burrow. You may want to start one for it or place a piece of bark to hide under. Another suggestion would be wetting down the substrate so its more conducive to constructing a burrow. Most settle in within a week or two and will have a burrow constructed several weeks after that.
My lividum seems to still refuse to burrow, Ive had her for a few weeks, but I kedt moving stuff around. I finally quit moving stuff and she still isnt burrowing, but she is making a nice web and attaching it to a silk plant and a coconut husk pot I put in as a hide.