he will eat if he gets hungry enough...esp if he was eating frozen in the store. I hear they are very very poor shippers and get stressed very easy so a little time is all he will need.
I fed mine/parents molly's guppys and ghost shrimp....the ghost shrimp you can get to survive longer in the SW then the others...the fish can actually survive a couple hours in the tank before they die...and if they are still in there at that time then your angler is not hungry. Just make sure you gut load your live with vitamins and HUFA's right before you feed them. (I currently dont have an angler now..have a ambron scorpion eating live). I try to get my own breeding stock of FW fish so I can monitor the health better.
They do produce a lot of waste..frequent water changes, scoop up the poop, when they get bigger you can actually see poop and if you are feeding fish skeletal remains every once in a while (

)...you can put snails and hermits in there...they will not attack them as their shells protect them
The only reason I might suggest giving him 1 live feeding is to see how he goes about the prey. I watched my angler and saw how he attacked his prey as each type has a different stalking activity. After I saw how he approached it, I moved the silverside like that int he water. Also...dont get it too close to the fish...the can not see it...their eyes are on side of head..might loose it

plus you will tick them off
Be careful however iwth keeping them with anything else..even if they are bigger then the angler. Their eyes are way bigger then their stomach. I read an article in a Reef Magazine..will try to find it called killer appetitie or something like that where a guy placed a angler in with his 12" long shark for a few minutes until he could do something...came back and the angler was very very swollen and no shark! Was a baby shark of course. The angler died a couple days later...and necropsy found this intact shark
One angler I had..the store made a mistake and put 2 anglers in a same tank....when I went to get one they could not understand where the second one was...surely it was hiding as the one missing was much bigger then the one I bought....Nope..the one I bought did not eat and died 3 or 4 days later...he had his last meal..another angler
So do not overfeed them...no more then every 3-4 days. 10 ghost shrimps unless is a big fish is too much..they will keep eating themself to death...
Again. later today I will try to find some articles that I had on anglers..very cool fish..thinking about getting another one since I have a live feeder tank set up