All carrot and stick.
Give the poor little thing time to adjust to the new life, being a pet can be scary. No overt cruelty, but no taking undue misbehaving from them either.
Depending on the purpose your pet is to serve, toy or companion, will greatly determine the next course of action. But either way, it should be a slow transition. Folk either don’t notice or just flat out ignore change if it’s slow enough.
But naturally, brute force can be considered the quick, or fun, option. But you can’t control how a window breaks by throwing a rock at it. You have to chip away at it slowly, carefully, and with the right tools. Unless you have a steady supply of tiny subjects, the brute force approach is too messy to properly train a loyal pet.
