Please, always take the time to acclimate new corals.
Step 1: Float the bag with the coral in the aquarium water (away from lights!) for about 20 minutes.
Step 2: Open the bag and test the salinity of the bag water.
Step 3: Add about 1/3 to 1/2 cup of tank water to the bag every 10-20 minutes until the bag water and tank water are approximately the same salinity. You can add less water over longer periods of time to acclimate more slowly for more sensitive animals (or when the bag water and tank water have substantially different salinity).
Acclimation can also be done in a bucket (rather than the transport bag). However, the bucket water temperature can get closer to room temperature than tank water temperature. Insulating the bucket in a styrofoam box or cooler during acclimation should help.
To acclimate to new lighting conditions, first place the coral in a less light intense area of the tank. Every few days, move the coral towards more direct lighting until it is where you want it to be. If it begins to bleach at any point, move it back to a less light intense area. After the coral recovers, commence moving towards more direct light more slowly.