This is normal loach behaviour during the first few weeks of being added to a new environment. Sometimes glass surfing is also involved. They should settle in time, assuming conditions are what they expect. Giving them a refuge is extremely important, as without it they would be seriously stressed and could weaken and die. You have five, which is the minimum number, so that's good. They will establish their hierarchy, one will be the "alpha" (sometimes this is a female) and keep the rest in line. Feed them quality sinking foods, like Omega One's shrimp pellets, Bug Bites, and go easy on worms like frozen bloodworms which are OK as a once-a-week treat but no more.
No mention is made of the tank size, but looking ahead, you do realize they will rapidly grow to 5 inches (20 cm) usually within the year, and slower beyond that up to 8-12 inches, with some attaining 16 inches (40cm), requiring at minimum a 6-foot (182cm) tank which should be set up within the first year. Moving them more than absolutely necessary is not advisable.