Yeah, if it's trying to make a nest, probably best to leave it be. But if you see 'em out exploring later, some tomato or a grape will get them to come out of their shell. They like head pets!
You'll probably have some baby box turtles in a few months. I highly recommend knowing the commitment you're getting into before thinking of adopting one (or 3, and finding yourself with a 60gal turtle tank in the living room a few years later).