I would agree this behaviour sounds like they aren't well. Chx should be bright and alert and active during the day scratting and foraging. Myco is a respiritory infection and usually has sneezing, watery eyes, bubbles in the eye, nasal discharge, wheezy or rattly breathing symptoms as well as depression. If these are ill and it sounds like it, I would try and get a refund and get some new stock elsewhere.
Clean up your house with a disinfectant such as Vanodine V18 or even a good household disinfectant will do but first clean it with a detergent such as washing up liquid to get rid of any dirt which will neutralise the disinfectant. Was your housing new or had it been used? If the latter, or it's heavily soiled, a good power spray is in order.
The last thing you want when you are starting out is sick hens and vets bills. I'd never buy from a farm to be frank. I'd choose a reputable breeder who can offer you a money back guarentee and who can tell you something about the health and breeding of his stock. Basic vaccinations are also an advantage. The key ones are Mareks disease, Newcastles Disease, Infectious Bronchitis but there are several other infections which they should be protected against try googling. You should ask about MG (mycoplasma free stock) how they ensure healthy stock. Don't be shy to ask and look closely at the stock. Is it active alert free from cold like symptoms, not got bare patches or missing feathers or dirty rear ends. Walk away if you aren't satisfied. You don't want birds that have just been loaded off a lorry you want to be confident the breeder knows his stuff and has looked after his stock. Take someone along who knows about chickens or ask around for recommendations. Small hobbist breeders are unlikely to have vaccinated stock but they may have well managed operations and healthy birds which they will be proud to show you.
Best of Luck
HF