Nems acclimate themselves by taking in water through inflating and deflating. It is normal for this to happen after introduction to a new tank but it should subside. After its acclimated, it will still deflate now and then but the frequency should be far less. Keep an eye on its mouth. If it is continually gaping and/or discharging then you may have a problem.
Try not to feed it for at least a week and when you do feed it use small particles of food like mysis, etc. If its a small nem, the clowns might beat it up too so keep an eye on that as well.
Try and post a pic when you can.