I've had my yellow-head jawfish for about a year. They're very shy at first. I didn't see mine for the first week. Once they get comfortable, they'll be out more.
I feed frozen food, it comes out with the rest of my fish when it's feeding time. If one of the other fish annoy it, it will dive back into it's cave, and then pop back out to grab food.
I would look at getting some extra shells as sometimes they use them as doors to their homes.
Make sure you have a lid, because they will jump. I know first hand. That's how I lost my first jawfish. I had the lid off to do some work, it jumped, and I didn't see it. That was entirely my fault. As long as you're careful, you shouldn't have any issues.
They are really fun fish. They always look annoyed at the world, and it's fun to watch them get annoyed with hermit crabs and snails that get too close to their homes.