Hi Nittynora ... welcome to the forum and the addictive habit of owning guinea pigs.
Congratulations on getting your little boar.
I started owning piggies over 17 years ago with what I thought was two baby boars, but no it was a boar and a sow ...... you can guess the rest!
Anyway, I would imagine that your boar is taking time to settle into his new home. It will be very strange to him and if he is alone, he will probably be a little more timid and take longer to become brave.
Yes, the petstore was wrong to say that he would be ok alone and they are naturally pack animals.
But you have a couple of options available to you. You could get him another young boar, introduce them gradually on neutral territory, and see how it goes. But you do run the risk of having to eventually separate them. I had two litter brothers who always lived together until I found that Shaun was biting Stuart on his back and caused abscesses to form. I separated them and eventually had both neutered and they now live with a pair of sows each, although at the moment Shaun is playing stepdad to little Junior.
Then I had Joey, an adult boar, who lived very happily with his son, Simba ... no problems at all.
The other option to you is that you get an older boar, perhaps a neutered one from a rescue, or one that the rescue centre knows its personality and can advise you. Obviously, that is a problem is you don't drive and they isn't one near you. The good thing about adopting one from a rescue is that you will be able to introduce them and see how they get along.
The final option is wait until he is over 6 months old and have him neutered. Having said that, it is costly and carries a risk, but he could then live with a sow or two.
I am sure that if he is eating, drinking, pooing and weeing ok then he is well. Probably a bit over-whelmed. I am sure that he will be feeding out of your hand very soon ... offer him nice things and let him take them from your hand. It might take a while but he will get there.