I have introduced virgin queens. It is more difficult than introducing a laying queen as she does not make as much pheromones. Then again, she often is ignored as just another bee because she doesn't smell like a queen. I would make sure she can feed herself (has food available in the cage). There is also the timing. She needs to be mated within 21 days of when she emerged, so you can't confine her too long as some bad weather can cost you some of that, shipping already cost you some of that and it all adds up...