Hi there and
to the forums!
Congratulations on your new budgies! I agree with the great advice given by Aluz.
It's worth mentioning that since she was suddenly introduced into your home, she may be a little overwhelmed right now and is still getting her bearings. It's normal for new budgies to be quiet and shy; the other three all know each other which is why they're not scared or quiet.
With time, she should settle into her environment well.
Do you know the genders of the other budgies?
Also, you've come to the best possible place to learn even more about these beautiful budgies! Be sure to read through the forum's "stickies" (threads "stuck" to the top of each subforum for easy reference) as well as the Budgie Articles to stay updated on the very best of budgie care.
If you have any questions after reading through everything, be sure to ask as we'd love to help!
Hope to see you around, and I hope to meet the rest of your flock, too!
What are their names?